Second-Order Smoothing Objective Penalty Function for Constrained Optimization Problems |
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| Authors: | Min Jiang Rui Shen Xinsheng Xu Zhiqing Meng |
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| Institution: | 1. College of Business and Administration , Zhejiang University of Technology , P. R. China jiangmin9@126.com;3. College of Business and Administration , Zhejiang University of Technology , P. R. China |
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| Abstract: | In this article, a novel objective penalty function as well as its second-order smoothing is introduced for constrained optimization problems (COP). It is shown that an optimal solution to the second-order smoothing objective penalty optimization problem is an optimal solution to the original optimization problem under some mild conditions. Based on the second-order smoothing objective penalty function, an algorithm that has better convergence is introduced. Numerical examples illustrate that this algorithm is efficient in solving COP. |
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| Keywords: | Constrained optimization problem Objective parameter Objective penalty function Smoothing technique |
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