{"title":"约束优化问题的一种平滑罚函数法","authors":"Bingzhuang Liu","doi":"10.4236/ojop.2019.84010","DOIUrl":null,"url":null,"abstract":"In this paper, an approximate smoothing approach to the non-differentiable exact penalty function is proposed for the constrained optimization problem. A simple smoothed penalty algorithm is given, and its convergence is discussed. A practical algorithm to compute approximate optimal solution is given as well as computational experiments to demonstrate its efficiency.","PeriodicalId":66387,"journal":{"name":"最优化(英文)","volume":" ","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2019-12-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":"{\"title\":\"A Smoothing Penalty Function Method for the Constrained Optimization Problem\",\"authors\":\"Bingzhuang Liu\",\"doi\":\"10.4236/ojop.2019.84010\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"In this paper, an approximate smoothing approach to the non-differentiable exact penalty function is proposed for the constrained optimization problem. A simple smoothed penalty algorithm is given, and its convergence is discussed. A practical algorithm to compute approximate optimal solution is given as well as computational experiments to demonstrate its efficiency.\",\"PeriodicalId\":66387,\"journal\":{\"name\":\"最优化(英文)\",\"volume\":\" \",\"pages\":\"\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2019-12-04\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"最优化(英文)\",\"FirstCategoryId\":\"1089\",\"ListUrlMain\":\"https://doi.org/10.4236/ojop.2019.84010\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"最优化(英文)","FirstCategoryId":"1089","ListUrlMain":"https://doi.org/10.4236/ojop.2019.84010","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
A Smoothing Penalty Function Method for the Constrained Optimization Problem
In this paper, an approximate smoothing approach to the non-differentiable exact penalty function is proposed for the constrained optimization problem. A simple smoothed penalty algorithm is given, and its convergence is discussed. A practical algorithm to compute approximate optimal solution is given as well as computational experiments to demonstrate its efficiency.