A new exact exponential penalty function method and nonconvex mathematical programming

A new exact penalty function method, called the l 1 exact exponential penalty function method, is introduced. In this approach, the so-called the exponential penalized optimization problem with the l 1 exact exponential penalty function is associated with the original optimization problem with both...

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Vydané v:	Applied mathematics and computation Ročník 217; číslo 15; s. 6652 - 6662
Hlavný autor:	Antczak, Tadeusz
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Amsterdam Elsevier Inc 01.04.2011 Elsevier
Predmet:	Absolute value exponential penalty function Calculus of variations and optimal control Computation Exact sciences and technology Exponential penalized optimization problem Inequalities l1 exact exponential penalty function method Lower bounds Mathematical analysis Mathematical models Mathematical programming Mathematics Numerical analysis Numerical analysis. Scientific computation Numerical methods in mathematical programming Numerical methods in mathematical programming, optimization and calculus of variations Numerical methods in optimization and calculus of variations Optimization Penalty function r-Invex function with respect to η Sciences and techniques of general use Special functions l 1 exact exponential penalty function method Absolute value exponential penalty function Exponential penalized optimization problem r-Invex function with respect to η Lower bound exact exponential penalty function method Optimization method Mathematical method l Exponential function Penalty method Mathematical function Exponential penalized optimization Numerical analysis problem Applied mathematics Optimal solution Inequality constraint Equality constraint Variational calculus Mathematical programming
ISSN:	0096-3003, 1873-5649
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Popis
Shrnutí:	A new exact penalty function method, called the l 1 exact exponential penalty function method, is introduced. In this approach, the so-called the exponential penalized optimization problem with the l 1 exact exponential penalty function is associated with the original optimization problem with both inequality and equality constraints. The l 1 exact exponential penalty function method is used to solve nonconvex mathematical programming problems with r-invex functions (with respect to the same function η). The equivalence between sets of optimal solutions of the original mathematical programming problem and of its associated exponential penalized optimization problem is established under suitable r-invexity assumption. Also lower bounds on the penalty parameter are given, for which above these values, this result is true.
Bibliografia:	ObjectType-Article-2 SourceType-Scholarly Journals-1 ObjectType-Feature-1 content type line 23
ISSN:	0096-3003 1873-5649
DOI:	10.1016/j.amc.2011.01.051