等式约束优化问题的一类新的简单光滑精确罚函数

doi:10.15960/j.cnki.issn.1007-6093.2017.01.004

Abstract

Abstract:

Exact penalty function method is one of the main approaches for solving constrained nonlinear programming problems. For the traditional exact penalty function, it is not both smooth and simple. It is simple in the sense that the gradient of the objective function and constrained functions is not involved in the penalty function. In this paper, a new class of simple and smooth penalty functions which are different from the tradition penalty functions is proposed for the equality constrained problem. It is proved that the class of exact penalty functions is exact. The algorithm based on the new smoothed penalty functions is proposed. Two numerical examples show that the algorithm is efficient.

Key words: nonlinear programming, constrained optimization, exact penalty function, smooth penalty function

LIAN Shujun, DU Aihua, TANG Jiahui. A new class of simple smooth exact penalty functions for equality constrained optimization problems[J]. Operations Research Transactions, doi: 10.15960/j.cnki.issn.1007-6093.2017.01.004.

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A new class of simple smooth exact penalty functions for equality constrained optimization problems

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