A new class of exact penalty functions and penalty algorithms

Changyu Wang (), Cheng Ma () and Jinchuan Zhou ()

Journal of Global Optimization, 2014, vol. 58, issue 1, 73 pages

Abstract: For nonlinear programming problems, we propose a new class of smooth exact penalty functions, which includes both barrier-type and exterior-type penalty functions as special cases. We develop necessary and sufficient conditions for exact penalty property and inverse proposition of exact penalization, respectively. Furthermore, we establish the equivalent relationship between these penalty functions and classical simple exact penalty functions in the sense of exactness property. In addition, a feasible penalty function algorithm is proposed. The convergence analysis of the algorithm is presented, including the global convergence property and finite termination property. Finally, numerical results are reported. Copyright Springer Science+Business Media New York 2014

Keywords: Nonlinear programming; Smooth and exact penalty function; Constraint qualifications; Penalty function algorithms; 90C26; 90C30 (search for similar items in EconPapers)
Date: 2014
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (5)

Downloads: (external link)
http://hdl.handle.net/10.1007/s10898-013-0111-9 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:jglopt:v:58:y:2014:i:1:p:51-73

Ordering information: This journal article can be ordered from
http://www.springer. ... search/journal/10898

DOI: 10.1007/s10898-013-0111-9

Access Statistics for this article

Journal of Global Optimization is currently edited by Sergiy Butenko

More articles in Journal of Global Optimization from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().