Smoothing Approximation to the Square-Root Exact Penalty Function

Duan Yaqiong () and Lian Shujun ()
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Duan Yaqiong: College of Management, Qufu Normal University, Rizhao276826, China
Lian Shujun: College of Management, Qufu Normal University, Rizhao276826, China

Journal of Systems Science and Information, 2016, vol. 4, issue 1, 87-96

Abstract: In this paper, smoothing approximation to the square-root exact penalty functions is devised for inequality constrained optimization. It is shown that an approximately optimal solution of the smoothed penalty problem is an approximately optimal solution of the original problem. An algorithm based on the new smoothed penalty functions is proposed and shown to be convergent under mild conditions. Three numerical examples show that the algorithm is efficient.

Keywords: constrained optimization; exact penalty function; square-root penalty function; optimal solution; smoothing method (search for similar items in EconPapers)
Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:bpj:jossai:v:4:y:2016:i:1:p:87-96:n:6

DOI: 10.1515/JSSI-2016-0087

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