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- Title
A new class of exact penalty functions and penalty algorithms.
- Authors
Wang, Changyu; Ma, Cheng; Zhou, Jinchuan
- Abstract
For nonlinear programming problems, we propose a new class of smooth exact penalty functions, which includes both barrier-type and exterior-type penalty functions as special cases. We develop necessary and sufficient conditions for exact penalty property and inverse proposition of exact penalization, respectively. Furthermore, we establish the equivalent relationship between these penalty functions and classical simple exact penalty functions in the sense of exactness property. In addition, a feasible penalty function algorithm is proposed. The convergence analysis of the algorithm is presented, including the global convergence property and finite termination property. Finally, numerical results are reported.
- Subjects
NONLINEAR programming; CONSTRAINT algorithms; SMOOTHNESS of functions; STOCHASTIC convergence; GLOBAL analysis (Mathematics); NUMERICAL analysis
- Publication
Journal of Global Optimization, 2014, Vol 58, Issue 1, p51
- ISSN
0925-5001
- Publication type
Article
- DOI
10.1007/s10898-013-0111-9