A New Exact Penalty Function Approach to Semi-infinite Programming Problem

Changjun Yu (), Kok Lay Teo () and Liansheng Zhang
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Changjun Yu: Business School, Central South University
Kok Lay Teo: Curtin University, Department of Mathematics and Statistics
Liansheng Zhang: Shanghai University

A chapter in Optimization in Science and Engineering, 2014, pp 583-596 from Springer

Abstract: Abstract In this paper, we propose a new exact penalty function method for solving a class of semi-infinite programming problems (SIPs). We introduce a logarithmic form function of the constraint violation, where the constraint violation is a measure of the violation of the constraints of the current iterate. By appending it to the objective function, we obtain a sequence of approximate conventional unconstrained optimization problem. It is proved that when the penalty parameter is sufficiently large, any local minimizer of the approximate problem is a local minimizer of the original problem. Numerical results show that the proposed method is effective.

Keywords: Feasible Region; Penalty Parameter; Constraint Violation; Exact Penalty; Exact Penalty Function (search for similar items in EconPapers)
Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4939-0808-0_28

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DOI: 10.1007/978-1-4939-0808-0_28

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