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A penalty function method based on smoothing lower order penalty function

โœ Scribed by Xinsheng Xu; Zhiqing Meng; Jianwu Sun; Rui Shen

Publisher
Elsevier Science
Year
2011
Tongue
English
Weight
245 KB
Volume
235
Category
Article
ISSN
0377-0427

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โœฆ Synopsis

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 ฯต 2 -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.

๐Ÿ“œ SIMILAR VOLUMES

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A penalty function method for solving inverse optimal value problem
โœ Yibing Lv; Tiesong Hu; Zhongping Wan ๐Ÿ“‚ Article ๐Ÿ“… 2008 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 136 KB

In order to consider the inverse optimal value problem under more general conditions, we transform the inverse optimal value problem into a corresponding nonlinear bilevel programming problem equivalently. Using the Kuhn-Tucker optimality condition of the lower level problem, we transform the nonlin