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

Nurullah Yılmaz

Makale detayları

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

Yazarlar:

Nurullah Yılmaz

Yayıncı:

Ankara University

Ana Başlıklar:

Mathematical Sciences

Dergi:

Communications Faculty of Sciences University of Ankara Series A1 Mathematics and Statistics Vol.72 Issue 3, pp.761-777

Belge Tipi:

Makale

Yayın Tarihi:

9/2023

Belge Dili:

İngilizce

Document ID (Org No.):

2001299204

pISSN:

1303-5991

Anahtar kelimeler:

Özet:

 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.

 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.

 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.

 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.

Makale detayları

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

Yazarlar:

Nurullah Yılmaz

Yayıncı:

Ankara University

Ana Başlıklar:

Mathematical Sciences

Dergi:

Communications Faculty of Sciences University of Ankara Series A1 Mathematics and Statistics Vol.72 Issue 3, pp.761-777

Belge Tipi:

Makale

Yayın Tarihi:

9/2023

Belge Dili:

İngilizce

Document ID (Org No.):

2001299204

pISSN:

1303-5991

Constrained optimization

smoothing technique

exact penalty function

Sayı

Makale detayları

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

Yazarlar: Nurullah Yılmaz

Yayıncı: Ankara University

Ana Başlıklar: Mathematical Sciences

Dergi: Communications Faculty of Sciences University of Ankara Series A1 Mathematics and Statistics Vol.72 Issue 3, pp.761-777

Belge Tipi: Makale

Yayın Tarihi: 9/2023

Belge Dili: İngilizce

Document ID (Org No.): 2001299204

pISSN: 1303-5991

Constrained optimization

smoothing technique

exact penalty function

Sayı

Yazarlar:

Nurullah Yılmaz

Yayıncı:

Ankara University

Ana Başlıklar:

Mathematical Sciences

Dergi:

Communications Faculty of Sciences University of Ankara Series A1 Mathematics and Statistics Vol.72 Issue 3, pp.761-777

Belge Tipi:

Makale

Yayın Tarihi:

9/2023

Belge Dili:

İngilizce

Document ID (Org No.):

2001299204

pISSN:

1303-5991