中文

Journal of Shanghai University >

2012 , Vol. 18 >Issue 4: 371 - 375

DOI: https://doi.org/10.3969/j.issn.1007-2861.2012.04.008

Mathematics.Physics and Chemistry

A New Simple Exact and Smooth Penalty Function

Expand
  • (1. College of Sciences, Shanghai University, Shanghai 200444, China;
    2. Department of Mathematical Sciences, Zhejiang Science and Technology University, Hangzhou 310018, China)

Online published: 2012-08-30

Fold

Abstract

By adding one variable, a new simple exact and smooth penalty function is proposed for general constrained optimization problems. Under weaker constraint qualification assumptions, it is proved that when the penalty parameter is sufficiently large, the local minimizer of this penalty function is the local minimizer of a primal problem. 

Key words： constrained minimization problem; exact penalty function; local solution; nonlinear programming

Cite this article

ZHENG Fang-ying1,2,ZHANG Lian-sheng1 . A New Simple Exact and Smooth Penalty Function[J]. Journal of Shanghai University, 2012 , 18(4) : 371 -375 . DOI: 10.3969/j.issn.1007-2861.2012.04.008

Options
Outlines

/

〈 〉