Smoothing of the lower-order exact penalty function for inequality constrained optimization

Abstract

Abstract In this paper, we propose a method to smooth the general lower-order exact penalty function for inequality constrained optimization. We prove that an approximation global solution of the original problem can be obtained by searching a global solution of the smoothed penalty problem. We develop an algorithm based on the smoothed penalty function. It is shown that the algorithm is convergent under some mild conditions. The efficiency of the algorithm is illustrated with some numerical examples.

Keywords

• inequality constrained optimization
• exact penalty function
• lower-order penalty function
• smoothing method