Affiliation:
1. Süleyman Demirel University
2. SÜLEYMAN DEMİREL ÜNİVERSİTESİ
Abstract
Exact penalty methods are one of the effective tools to solve nonlinear programming problems with inequality constraints. In this study, a new class of exact penalty functions is defined and a new family of smoothing techniques to exact penalty functions is introduced. Error estimations are presented among the original, non-smooth exact penalty and smoothed exact penalty problems. It is proved that an optimal solution of smoothed penalty problem is an optimal solution of original problem. A smoothing penalty algorithm based on the the new smoothing technique is proposed and the convergence of the algorithm is discussed. Finally, the efficiency of the algorithm on some numerical examples is illustrated.
Publisher
Communications Faculty of Sciences University of Ankara Series A1 Mathematics and Statistics