Journal of Shanghai University(Natural Science Edition) ›› 2017, Vol. 23 ›› Issue (6): 911-.doi: 10.12066/j.issn.1007-2861.1769

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Algorithm of exponential-type exact penalty function for nonlinear inequality constrained optimization

YANG Lian, YAO Yirong   

  1. College of Sciences, Shanghai University, Shanghai 200444, China
  • Received:2016-02-22 Online:2017-12-30 Published:2017-12-30

Abstract:

To deal with nonlinear inequality constrained optimization problems, we construct a new exponential-type penalty function by adding a variable, and prove smoothness and accuracy of the penalty function. In addition, an exact penalty function algorithm is proposed to solve nonlinear inequality constrained optimization problems. Numerical results are reported to show effectiveness of the algorithm.

Key words: Mangasarian-Fromovitz (M-F) condition, penalty function algorithm, smooth exact penalty function, nonlinear optimization