Research articles
ScienceAsia (): 268-276 |doi:
10.2306/scienceasia1513-1874...268
A new exact penalty function method for nonlinear programming problems
Cheng MA
ABSTRACT: In this paper, we present a new exact and smooth penalty function for nonlinear programming problems
by adding only one variable no matter how many constraints. Through the smooth and exact penalty function, we
can transform the nonlinear programming problems into unconstrained optimization models. We demonstrate that
under some general conditions, when the penalty parameter σ > 0 is sufficiently large, the minimizer of this penalty
function is the minimizer of the primal problem, which can be obtained after finite iterations. Alternatively, under some
mild assumptions, sufficient conditions are derived for the local exactness property. The numerical results demonstrate
that the new penalty function is reasonable and is an effective approach for solving a class of nonlinear programming
problem with equality and inequality constraints.
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School of Business, Qingdao University, Qingdao, China |
* Corresponding author, E-mail: mc_0812@163.com
Received 11 Jul 2017, Accepted 29 Jun 2018
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