Operations Research Transactions ›› 2010, Vol. 14 ›› Issue (2): 11-22.

• Original Articles • Previous Articles     Next Articles

A Smoothing Approximation to the Lower Order Exact Penalty Function

HE Zhen-Hua, BAI Fu-Sheng   

  • Online:2010-06-15 Published:2010-06-15

Abstract: In this paper, we propose a smoothing approximation to the lower order exact penalty functions for inequality-constrained optimization problems. An algorithm is presented to obtain an approximate global solution of the original optimization problem by searching a global solution of the smoothed penalty problem. Several numerical examples are given to illustrate the effectiveness of the present smoothing method.