A second‐order smooth penalty function algorithm for constrained optimization problems

A second‐order smooth penalty function algorithm for constrained optimization problems

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Article ID: iaor20132748
Volume: 55
Issue: 1
Start Page Number: 155
End Page Number: 172
Publication Date: May 2013
Journal: Computational Optimization and Applications
Authors: , , , ,
Keywords: error analysis, penalty functions
Abstract:

This paper introduces a second‐order differentiability smoothing technique to the classical l 1 exact penalty function for constrained optimization problems(COP). Error estimations among the optimal objective values of the nonsmooth penalty problem, the smoothed penalty problem and the original optimization problem are obtained. Based on the smoothed problem, an algorithm for solving COP is proposed and some preliminary numerical results indicate that the algorithm is quite promising.

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