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http://dx.doi.org/10.14317/jami.2015.387

SMOOTHING APPROXIMATION TO l1 EXACT PENALTY FUNCTION FOR CONSTRAINED OPTIMIZATION PROBLEMS  

BINH, NGUYEN THANH (Department of Mathematics, Shanghai University)
Publication Information
Journal of applied mathematics & informatics / v.33, no.3_4, 2015 , pp. 387-399 More about this Journal
Abstract
In this paper, a new smoothing approximation to the l1 exact penalty function for constrained optimization problems (COP) is presented. It is shown that an optimal solution to the smoothing penalty optimization problem is an approximate optimal solution to the original optimization problem. Based on the smoothing penalty function, an algorithm is presented to solve COP, with its convergence under some conditions proved. Numerical examples illustrate that this algorithm is efficient in solving COP.
Keywords
Constrained optimization; exact penalty function; smoothing method; approximate optimal solution;
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