An objective penalty function method for nonlinear programming
Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Author(s)
Detail(s)
| Original language | English |
|---|---|
| Pages (from-to) | 683-689 |
| Journal / Publication | Applied Mathematics Letters |
| Volume | 17 |
| Issue number | 6 |
| Publication status | Published - Jun 2004 |
| Externally published | Yes |
Link(s)
Abstract
In this paper, we propose a novel objective penalty function for inequality constrained optimization problems. The objective penalty function differs from any existing penalty function and also has two desired features: exactness and smoothness if the constraints and objective function are differentiable. An exact penalty result is proved for the objective penalty function. In addition to these results, based on the objective penalty function, we develop an algorithm for solving the original problem and show its convergence under some mild conditions. © 2004 Elsevier Ltd. All rights reserved.
Research Area(s)
- Exact penalty function, Nonlinear programming, Objective penalty function
Citation Format(s)
An objective penalty function method for nonlinear programming. / Meng, Zhiqing; Hu, Qiying; Dang, Chuangyin et al.
In: Applied Mathematics Letters, Vol. 17, No. 6, 06.2004, p. 683-689.
In: Applied Mathematics Letters, Vol. 17, No. 6, 06.2004, p. 683-689.
Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
