Title :
A Smoothing Method of the Square-root Exact Penalty Function for Inequality Constrained Optimization
Author :
Liu, Sanming ; Wang, Zhijie ; Feng, Enmin
Author_Institution :
Dept. of Math. & Phys., Shanghai Dianji Univ., Shanghai, China
Abstract :
In order to solve the nonlinear programming problem with inequality constraints, a method for smoothing the square-root exact penalty function is proposed. Error estimations are obtained among the optimal objective function values of the smoothed penalty problem, of the nonsmooth exact penalty problem and of the original constrained optimization problem. Based on the smoothed penalty function, an efficient algorithm for solving the optimization problem with inequality constraints is presented. Moreover, the convergence of the algorithm is proved.
Keywords :
constraint handling; constraint theory; nonlinear programming; smoothing methods; convergence; error estimations; inequality constrained optimization; nonlinear programming; nonsmooth exact penalty problem; smoothed penalty problem; smoothing method; square-root exact penalty function; Approximation algorithms; Constraint optimization; Electronic mail; Error analysis; Functional programming; Helium; Mathematical programming; Mathematics; Physics computing; Smoothing methods; approximation algorithm; constrained optimization; exact penalty function; smoothing method;
Conference_Titel :
Computational Science and Optimization (CSO), 2010 Third International Joint Conference on
Conference_Location :
Huangshan, Anhui
Print_ISBN :
978-1-4244-6812-6
Electronic_ISBN :
978-1-4244-6813-3
DOI :
10.1109/CSO.2010.156