Article ID: | iaor20002994 |
Country: | United Kingdom |
Volume: | 37 |
Issue: | 4/5 |
Start Page Number: | 41 |
End Page Number: | 58 |
Publication Date: | Mar 1999 |
Journal: | Computers & Mathematics with Applications |
Authors: | Zheng Quan, Zhang Liansheng |
Keywords: | global optimization |
With the integral approach to global optimization, a class of discontinuous penalty functions is proposed to solve constrained minimization problems. Optimality conditions of a penalized minimization problem are generalized to a discontinuous case; necessary and sufficient conditions for an exact penalty function are examined; a nonsequential algorithm is proposed. Numerical examples are given to illustrate the effectiveness of the algorithm.