Algorithm of exponential-type exact penalty function for nonlinear inequality constrained optimization
Received date: 2016-02-22
Online published: 2017-12-30
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.
YANG Lian, YAO Yirong . Algorithm of exponential-type exact penalty function for nonlinear inequality constrained optimization[J]. Journal of Shanghai University, 2017 , 23(6) : 911 . DOI: 10.12066/j.issn.1007-2861.1769
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