Article ID: | iaor20115328 |
Volume: | 235 |
Issue: | 14 |
Start Page Number: | 4047 |
End Page Number: | 4058 |
Publication Date: | May 2011 |
Journal: | Journal of Computational and Applied Mathematics |
Authors: | Meng Zhiqing, Shen Rui, Xu Xinsheng, Sun Jianwu |
Keywords: | penalty functions, smoothing |
The paper introduces a smoothing technique for a lower order penalty function for constrained optimization problems (COP). It is proved that the optimal solution to the smoothed penalty optimization problem is a