A Smoothing Objective Penalty Function Algorithm for Inequality Constrained Optimization Problems |
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| Authors: | Zhiqing Meng Chuangyin Dang Min Jiang Rui Shen |
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| Institution: | 1. College of Business and Administration , Zhejiang University of Technology , Zhejiang , P. R. China mengzhiqing@zjut.edu.cn;3. Department of Manufacturing Engineering &4. Engineering Management , City University of Hong Kong , Kowloon , Hong Kong;5. College of Business and Administration , Zhejiang University of Technology , Zhejiang , P. R. China |
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| Abstract: | In this article, a smoothing objective penalty function for inequality constrained optimization problems is presented. The article proves that this type of the smoothing objective penalty functions has good properties in helping to solve inequality constrained optimization problems. Moreover, based on the penalty function, an algorithm is presented to solve the inequality constrained optimization problems, with its convergence under some conditions proved. Two numerical experiments show that a satisfactory approximate optimal solution can be obtained by the proposed algorithm. |
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| Keywords: | Algorithm Constrained optimization problems Exact penalty function Objective parameter Objective penalty function Smoothing |
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