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
Citation: 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

A New Simple Exact Penalty Function for Constrained Minimization

doi: 10.3879/j.issn.1000-0887.2012.07.009
  • Received Date: 2011-04-18
  • Rev Recd Date: 2012-03-22
  • Publish Date: 2012-07-15
  • 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.
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