Operations Research Transactions ›› 2010, Vol. 14 ›› Issue (2): 11-22.
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HE Zhen-Hua, BAI Fu-Sheng
Online:
Published:
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.
HE Zhen-Hua, BAI Fu-Sheng. A Smoothing Approximation to the Lower Order Exact Penalty Function[J]. Operations Research Transactions, 2010, 14(2): 11-22.
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