scholarly journals Perturbed smoothing approach to the lower order exact penalty functions for nonlinear inequality constrained optimization

2018 ◽  
Vol 50 (1) ◽  
pp. 37-60 ◽  
Author(s):  
Binh Thanh Nguyen ◽  
Yanqin Bai ◽  
Xin Yan ◽  
Touna Yang

In this paper, we propose two new smoothing approximation to the lower order exact penalty functions for nonlinear optimization problems with inequality constraints. Error estimations between smoothed penalty function and nonsmooth penalty function are investigated. By using these new smooth penalty functions, a nonlinear optimization problem with inequality constraints is converted into a sequence of minimizations of continuously differentiable function. Then based on each of the smoothed penalty functions, we develop an algorithm respectively to finding an approximate optimal solution of the original constrained optimization problem and prove the convergence of the proposed algorithms. The effectiveness of the smoothed penalty functions is illustrated through three examples, which show that the algorithm seems efficient.

2013 ◽  
Vol 2013 ◽  
pp. 1-7 ◽  
Author(s):  
Shujun Lian ◽  
Jinli Han

A method is proposed to smooth the square-order exact penalty function for inequality constrained optimization. It is shown that, under some conditions, an approximately optimal solution of the original problem can be obtained by searching an approximately optimal solution of the smoothed penalty problem. An algorithm based on the smoothed penalty functions is given. The algorithm is shown to be convergent under mild conditions. Two numerical examples show that the algorithm seems efficient.


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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