A Smooth Penalty Function Algorithm for Computing Nonlinear Inequality Constraint Optimization Problem

Author:

Singh Dharminder,Singh Amanpreet,Singh Amrit Pal,Garg Rachit,Prashar DeepakORCID,Khan Arfat AhmadORCID,Yimam Frie AyalewORCID

Abstract

Functions in nonlinear programing optimization are sometimes not easily differentiable. When such kinds of functions are present in the optimization problem, then the process of obtaining the solution can sometimes become quite lengthy. Traditional and classical methods cannot be used to solve such optimization problems because such methods assume the functions to be differentiable. Smoothing of nondifferentiable functions is thus required to tackle such difficulties. In this study, we introduce the concept of constructing a technique to smooth such nondifferentiable functions. We begin with the smoothing of the penalty function. On the basis of it, we come up with an algorithm to find the best way to solve an optimization problem with inequality constraints. We also talk about how to figure out the error for a certain smooth penalty function. We also provide numerical examples to demonstrate that the suggested approach is practical and usable.

Publisher

Wiley

Reference19 articles.

1. A Penalty Function Method Converging Directly to a Constrained Optimum

2. A model algorithm for composite nondifferentiable optimization problems

3. BertsekasD. P. Variable metric methods for constrained optimization using differentiable exact penalty functions Proc Annu Allerton Conf Commun Control Comput 18th 1981 Monticello IL USA 584–593.

4. An exact penalty function method with global convergence properties for nonlinear programming problems

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号  京ICP备18003416号-3