A New Smoothing Nonlinear Penalty Function for Constrained Optimization

Mathematical and Computational Applications

Yang, Touna¹ 

关键词: penalty function;    smoothing method;    constrained optimization;   

DOI  :  10.3390/mca22020031

学科分类：计算数学

来源: mdpi

【 摘 要 】

In this study, a new smoothing nonlinear penalty function for constrained optimization problems is presented. It is proved that the optimal solution of the smoothed penalty problem is an approximate optimal solution of the original problem. Based on the smoothed penalty function, we develop an algorithm for finding an optimal solution of the optimization problems with inequality constraints. We further discuss the convergence of this algorithm and test this algorithm with three numerical examples. The numerical examples show that the proposed algorithm is feasible and effective for solving some nonlinear constrained optimization problems.

【 授权许可】

CC BY