An exact lower order penalty function and its smoothing in nonlinear programming

Z. Y. Wu; F. S. Bai; Xiaoqi Yang; L. S. Zhang

doi:10.1080/02331930410001662199

An exact lower order penalty function and its smoothing in nonlinear programming

Z. Y. Wu, F. S. Bai, Xiaoqi Yang, L. S. Zhang

Research output: Journal article publication › Journal article › Academic research › peer-review

39 Citations (Scopus)

Abstract

In this article, we consider a lower order penalty function and its ε-smoothing for an inequality constrained nonlinear programming problem. It is shown that any strict local minimum satisfying the second-order sufficiency condition for the original problem is a strict local minimum of the lower order penalty function with any positive penalty parameter. By using an ε-smoothing approximation to the lower order penalty function, we get a modified smooth global exact penalty function under mild assumptions.

Original language	English
Pages (from-to)	51-68
Number of pages	18
Journal	Optimization
Volume	53
Issue number	1
DOIs	https://doi.org/10.1080/02331930410001662199
Publication status	Published - 1 Feb 2004

Keywords

ε-Smoothing
Exact penalization
Lower order penalty function
Nonlinear programming
Smooth exact penalty function

ASJC Scopus subject areas

Applied Mathematics
Control and Optimization
Management Science and Operations Research

More information

10.1080/02331930410001662199

Cite this

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An exact lower order penalty function and its smoothing in nonlinear programming

Abstract

Keywords

ASJC Scopus subject areas

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