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An objective penalty function method for nonlinear programming

โœ Scribed by Zhiqing Meng; Qiying Hu; Chuangyin Dang; Xiaoqi Yang

Publisher
Elsevier Science
Year
2004
Tongue
English
Weight
370 KB
Volume
17
Category
Article
ISSN
0893-9659

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โœฆ Synopsis

In this paper, we propose a novel objective penalty function for inequality constrained optimization problems. The objective penalty function differs from any existing penalty function and also has two desired features: exactness and smoothness if the constraints and objective function are differentiable. An exact penalty result is proved for the objective penalty function. In addition to these results, based on the objective penalty function, we develop an algorithm for solving the original problem and show its convergence under some mild conditions.

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