A penalty function method based on smoothing lower order penalty function

A penalty function method based on smoothing lower order penalty function

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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: , , ,
Keywords: penalty functions, smoothing
Abstract:

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 ϵ 2 equ1‐approximate optimal solution to the original optimization problem under some mild assumptions. Based on the smoothed penalty function, an algorithm for solving COP is proposed and some numerical examples are given.

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