A New Simple Exact Penalty Function for Constrained Minimization

ZHENG Fang-ying; ZHANG Lian-sheng

doi:10.3879/j.issn.1000-0887.2012.07.009

Volume 33 Issue 7

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ZHENG Fang-ying, ZHANG Lian-sheng. A New Simple Exact Penalty Function for Constrained Minimization[J]. Applied Mathematics and Mechanics, 2012, 33(7): 896-906. doi: 10.3879/j.issn.1000-0887.2012.07.009

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A New Simple Exact Penalty Function for Constrained Minimization

doi: 10.3879/j.issn.1000-0887.2012.07.009

ZHENG Fang-ying^{1,2
,},
ZHANG Lian-sheng²

¹Department of Mathematical Sciences, Zhejiang SciTech University, Hangzhou 310018, P.R.China;²Department of Mathematics, Shanghai University, Shanghai 200444, P.R.China

Received Date: 2011-04-18
Rev Recd Date: 2012-03-22
Publish Date: 2012-07-15

Abstract

Abstract

By adding one variable for equality or inequality constrained minimization problems, a new simple exact penalty function was proposed, namely, the new exact penalty function did not contain the gradients of the objective function and constraint functions. Under mild assumptions, the local minimizer of the penalty function is the local minimizer of primal problem, when the penalty parameter is sufficiently large.
- nonlinear programming,
- constrained minimization problems,
- local solution,
- exact penalty function

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References(17)

References

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