scholarly journals Exact Penalty Functions for Nonlinear Integer Programming Problems

2010 ◽  
Vol 145 (3) ◽  
pp. 479-488 ◽  
Author(s):  
S. Lucidi ◽  
F. Rinaldi
2016 ◽  
Vol 4 (1) ◽  
pp. 87-96
Author(s):  
Yaqiong Duan ◽  
Shujun Lian

AbstractIn this paper, smoothing approximation to the square-root exact penalty functions is devised for inequality constrained optimization. It is shown that an approximately optimal solution of the smoothed penalty problem is an approximately optimal solution of the original problem. An algorithm based on the new smoothed penalty functions is proposed and shown to be convergent under mild conditions. Three numerical examples show that the algorithm is efficient.


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