An exact penalty function approach for inequality constrained optimization problems based on a new smoothing technique

Year 2023, Volume: 72 Issue: 3, 761 - 777, 30.09.2023

Nurullah Yılmaz , Hatice Öğüt

https://doi.org/10.31801/cfsuasmas.1150659

Abstract

Exact penalty methods are one of the effective tools to solve nonlinear programming problems with inequality constraints. In this study, a new class of exact penalty functions is defined and a new family of smoothing techniques to exact penalty functions is introduced. Error estimations are presented among the original, non-smooth exact penalty and smoothed exact penalty problems. It is proved that an optimal solution of smoothed penalty problem is an optimal solution of original problem. A smoothing penalty algorithm based on the the new smoothing technique is proposed and the convergence of the algorithm is discussed. Finally, the efficiency of the algorithm on some numerical examples is illustrated.

Keywords

Constrained optimization, smoothing technique, exact penalty function

Thanks

This paper was presented in 4th International Conference on Pure and Applied Mathematics (ICPAM - VAN 2022), Van-Turkey, June 22-23, 2022.

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