A penalty function method based on smoothing lower order penalty function

Authors:
Xinsheng Xu;Zhiqing Meng;Jianwu Sun;Rui Shen
Affiliations:
Department of Mathematics and Information Science, Binzhou University, Binzhou256603, China;College of Business and Administration, Zhejiang University of Technology, Hangzhou310023, China;Department of Mathematics and Information Science, Binzhou University, Binzhou256603, China;College of Business and Administration, Zhejiang University of Technology, Hangzhou310023, China
Venue:
Journal of Computational and Applied Mathematics
Year:
2011

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Abstract

The paper introduces a smoothing technique for a lower order penalty function for constrained optimization problems (COP). It is proved that the optimal solution to the smoothed penalty optimization problem is a @e2-approximate optimal solution to the original optimization problem under some mild assumptions. Based on the smoothed penalty function, an algorithm for solving COP is proposed and some numerical examples are given.