Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4640003 | Journal of Computational and Applied Mathematics | 2011 | 12 Pages |
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 ϵ2-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.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Xinsheng Xu, Zhiqing Meng, Jianwu Sun, Rui Shen,