New exact penalty function for solving constrained finite min-max problems

Cheng Ma, Xun Li, Ka Fai Cedricyiu, Lian Sheng Zhang

Research output: Journal article publicationJournal articleAcademic researchpeer-review

7 Citations (Scopus)

Abstract

This paper introduces a new exact and smooth penalty function to tackle constrained min-max problems. By using this new penalty function and adding just one extra variable, a constrained min-max problem is transformed into an unconstrained optimization one. It is proved that, under certain reasonable assumptions and when the penalty parameter is sufficiently large, the minimizer of this unconstrained optimization problem is equivalent to the minimizer of the original constrained one. Numerical results demonstrate that this penalty function method is an effective and promising approach for solving constrained finite min-max problems.
Original languageEnglish
Pages (from-to)253-270
Number of pages18
JournalApplied Mathematics and Mechanics (English Edition)
Volume33
Issue number2
DOIs
Publication statusPublished - 1 Feb 2012

Keywords

  • Constrained optimization
  • Min-max problem
  • Penalty function

ASJC Scopus subject areas

  • Applied Mathematics
  • Mechanics of Materials
  • Mechanical Engineering

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