A second-order smooth penalty function algorithm for constrained optimization problems

Xinsheng Xu (), Zhiqing Meng (), Jianwu Sun (), Liguo Huang () and Rui Shen ()

Computational Optimization and Applications, 2013, vol. 55, issue 1, 155-172

Abstract: This paper introduces a second-order differentiability smoothing technique to the classical l 1 exact penalty function for constrained optimization problems(COP). Error estimations among the optimal objective values of the nonsmooth penalty problem, the smoothed penalty problem and the original optimization problem are obtained. Based on the smoothed problem, an algorithm for solving COP is proposed and some preliminary numerical results indicate that the algorithm is quite promising. Copyright Springer Science+Business Media, LLC 2013

Keywords: Constrained optimization problem; Penalty function; Smoothing method; Approximate optimal solution (search for similar items in EconPapers)
Date: 2013
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DOI: 10.1007/s10589-012-9504-9

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