Constrained Global Optimization Using a New Exact Penalty Function

被引:0
|
作者
Zheng, Fangying [1 ]
Zhang, Liansheng [2 ]
机构
[1] Zhejiang Sci Tech Univ, Dept Math Sci, Hangzhou 310018, Zhejiang, Peoples R China
[2] Shanghai Univ, Dept Math, Shanghai 200444, Peoples R China
来源
关键词
Nonlinear programming; Continuous constrained optimization; Global optimization; Penalty function; MINIMIZATION;
D O I
10.1007/978-3-319-08377-3_8
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
The aim of this paper is to propose a global algorithm model for continuous constrained nonlinear programming based on a new simple and exact penalty function. Under weak assumptions, we show that the optimizer obtained by the algorithm is converged to the global minimizer of the original problem.
引用
收藏
页码:68 / 75
页数:8
相关论文
共 50 条
  • [11] A global exact penalty for rank-constrained optimization problem and applications
    Zhikai Yang
    Le Han
    [J]. Computational Optimization and Applications, 2023, 84 : 477 - 508
  • [12] A global exact penalty for rank-constrained optimization problem and applications
    Yang, Zhikai
    Han, Le
    [J]. COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 2023, 84 (02) : 477 - 508
  • [13] AN ESTIMATION OF EXACT PENALTY IN CONSTRAINED OPTIMIZATION
    Zaslavski, Alexander J.
    [J]. JOURNAL OF NONLINEAR AND CONVEX ANALYSIS, 2010, 11 (03) : 381 - 389
  • [14] New Exact Penalty Functions for Nonlinear Constrained Optimization Problems
    Liu, Bingzhuang
    Zhao, Wenling
    [J]. ABSTRACT AND APPLIED ANALYSIS, 2014,
  • [15] CONSTRAINED OPTIMIZATION USING A NONDIFFERENTIABLE PENALTY FUNCTION
    CONN, AR
    [J]. SIAM JOURNAL ON NUMERICAL ANALYSIS, 1973, 10 (04) : 760 - 784
  • [16] IMPLEMENTING A SMOOTH EXACT PENALTY FUNCTION FOR GENERAL CONSTRAINED NONLINEAR OPTIMIZATION
    Estrin, Ron
    Friedlander, Michael P.
    Orban, Dominique
    Saunders, Michael A.
    [J]. SIAM JOURNAL ON SCIENTIFIC COMPUTING, 2020, 42 (03): : A1836 - A1859
  • [17] AN EXACT PENALTY FUNCTION APPROACH FOR INEQUALITY CONSTRAINED OPTIMIZATION PROBLEMS BASED ON A NEW SMOOTHING TECHNIQUE
    Yilmaz, Nurullah
    Ogut, Hatice
    [J]. COMMUNICATIONS FACULTY OF SCIENCES UNIVERSITY OF ANKARA-SERIES A1 MATHEMATICS AND STATISTICS, 2023, 72 (03): : 761 - 777
  • [18] ON THE ROLE OF CONTINUOUSLY DIFFERENTIABLE EXACT PENALTY-FUNCTIONS IN CONSTRAINED GLOBAL OPTIMIZATION
    LUCIDI, S
    [J]. JOURNAL OF GLOBAL OPTIMIZATION, 1994, 5 (01) : 49 - 68
  • [19] Constrained Optimization using the Quasi-chaotic Optimization Method with the Exact Penalty Function and the Sequential Quadratic Programming
    Okamoto, Takashi
    Hirata, Hironori
    [J]. 2011 IEEE INTERNATIONAL CONFERENCE ON SYSTEMS, MAN, AND CYBERNETICS (SMC), 2011, : 1765 - 1770
  • [20] New Penalty Function with Differential Evolution for Constrained Optimization
    Deng, Changshou
    Liang, Changyong
    Zhao, Bingyan
    Deng, Anyuan
    [J]. 2008 7TH WORLD CONGRESS ON INTELLIGENT CONTROL AND AUTOMATION, VOLS 1-23, 2008, : 5304 - +