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New simple exact penalty function for constrained minimization
【摘要】 By adding one variable to the equality-or inequality-constrained minimization problems, a new simple penalty function is proposed. It is proved to be exact in the sense that under mild assumptions, the local minimizers of this penalty function are precisely the local minimizers of the original problem, when the penalty parameter is sufficiently large.
【Abstract】 By adding one variable to the equality- or inequality-constrained minimization problems, a new simple penalty function is proposed. It is proved to be exact in the sense that under mild assumptions, the local minimizers of this penalty function are precisely the local minimizers of the original problem, when the penalty parameter is sufficiently large.
【关键词】 nonlinear programming;
constrained minimization;
local solution;
exact penalty function;
【Key words】 nonlinear programming; constrained minimization; local solution; exact penalty function;
【Key words】 nonlinear programming; constrained minimization; local solution; exact penalty function;
【基金】 supported by the National Natural Science Foundation of China (Nos. 10571116 and51075421)
- 【文献出处】 Applied Mathematics and Mechanics(English Edition) ,应用数学和力学(英文版) , 编辑部邮箱 ,2012年07期
- 【分类号】O224
- 【被引频次】3
- 【下载频次】36