On the Smoothing of the Square-Root Exact Penalty Function for Inequality Constrained Optimization
In this paper we propose two methods for smoothing a nonsmooth square-root exact penalty function for inequality constrained optimization. Error estimations are obtained among the optimal objective function values of the smoothed penalty problem, of the nonsmooth penalty problem and of the original...
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| Vydané v: | Computational optimization and applications Ročník 35; číslo 3; s. 375 - 398 |
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| Hlavní autori: | , , |
| Médium: | Journal Article |
| Jazyk: | English |
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New York
Springer Nature B.V
01.11.2006
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| ISSN: | 0926-6003, 1573-2894 |
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| Abstract | In this paper we propose two methods for smoothing a nonsmooth square-root exact penalty function for inequality constrained optimization. Error estimations are obtained among the optimal objective function values of the smoothed penalty problem, of the nonsmooth penalty problem and of the original optimization problem. We develop an algorithm for solving the optimization problem based on the smoothed penalty function and prove the convergence of the algorithm. The efficiency of the smoothed penalty function is illustrated with some numerical examples, which show that the algorithm seems efficient. |
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| AbstractList | In this paper we propose two methods for smoothing a nonsmooth square-root exact penalty function for inequality constrained optimization. Error estimations are obtained among the optimal objective function values of the smoothed penalty problem, of the nonsmooth penalty problem and of the original optimization problem. We develop an algorithm for solving the optimization problem based on the smoothed penalty function and prove the convergence of the algorithm. The efficiency of the smoothed penalty function is illustrated with some numerical examples, which show that the algorithm seems efficient. In this paper we propose two methods for smoothing a nonsmooth square-root exact penalty function for inequality constrained optimization. Error estimations are obtained among the optimal objective function values of the smoothed penalty problem, of the nonsmooth penalty problem and of the original optimization problem. We develop an algorithm for solving the optimization problem based on the smoothed penalty function and prove the convergence of the algorithm. The efficiency of the smoothed penalty function is illustrated with some numerical examples, which show that the algorithm seems efficient. [PUBLICATION ABSTRACT] |
| Author | Yang, Xiaoqi Dang, Chuangyin Meng, Zhiqing |
| Author_xml | – sequence: 1 givenname: Zhiqing surname: Meng fullname: Meng, Zhiqing – sequence: 2 givenname: Chuangyin surname: Dang fullname: Dang, Chuangyin – sequence: 3 givenname: Xiaoqi surname: Yang fullname: Yang, Xiaoqi |
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| Cites_doi | 10.1137/0804027 10.1007/BF02591938 10.1007/BF02591986 10.1023/A:1019260508329 10.1007/BF01592244 10.1016/0377-2217(93)90181-L 10.1016/0377-2217(81)90097-7 10.1007/978-1-4615-6131-6 10.1023/A:1024814401713 10.1287/moor.6.3.437 10.1007/BF01588250 10.1007/BF02346160 10.1081/NFA-120022928 |
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| DOI | 10.1007/s10589-006-8720-6 |
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| Title | On the Smoothing of the Square-Root Exact Penalty Function for Inequality Constrained Optimization |
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