scholarly journals Implementing a Smooth Exact Penalty Function for General Constrained Nonlinear Optimization

2020 ◽  
Vol 42 (3) ◽  
pp. A1836-A1859 ◽  
Author(s):  
Ron Estrin ◽  
Michael P. Friedlander ◽  
Dominique Orban ◽  
Michael A. Saunders
Keyword(s):  
Nonlinear Optimization ◽  
Penalty Function ◽  
Exact Penalty Function ◽  
Exact Penalty ◽  
Constrained Nonlinear Optimization ◽  
Smooth Exact Penalty Function

scholarly journals A new auxiliary function approach for inequality constrained global optimization problems

2019 ◽  
Vol 9 (3) ◽  
pp. 31-38
Author(s):  
Nurullah Yilmaz ◽  
Ahmet Sahiner
Keyword(s):  
Global Optimization ◽  
Penalty Function ◽  
Optimization Problems ◽  
Auxiliary Function ◽  
Exact Penalty Function ◽  
Function Approach ◽  
Exact Penalty ◽  
Constrained Global Optimization ◽  
Constrained Optimization Problems ◽  
Smooth Exact Penalty Function

In this study, we deal with the nonlinear constrained global optimization problems. First, we introduce a new smooth exact penalty function for constrained optimization problems. We combine the exact penalty function with the auxiliary function in regard to constrained global optimization. We present a new auxiliary function approach and the adapted algorithm for solving  non-linear inequality constrained global optimization problems. Finally, we illustrate the efficiency of the algorithm on some numerical examples.

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