Article ID Journal Published Year Pages File Type
4640003 Journal of Computational and Applied Mathematics 2011 12 Pages PDF
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.

Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
Authors
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