A penalty function algorithm with objective parameters
for nonlinear mathematical programming
Zhiqing Meng - College of Business and Administration, Zhejiang University of Technology, Zhejiang 310023, China (email)
Abstract: In this paper, we present a penalty function with objective parameters for inequality constrained optimization problems. We prove that this type of penalty functions has good properties for helping to solve inequality constrained optimization problems. Moreover, based on the penalty function, we develop an algorithm to solve the inequality constrained optimization problems and prove its convergence under some conditions. Numerical experiments show that we can obtain a satisfactorily approximate solution for some constrained optimization problems as the same as the exact penalty function.
Keywords: Nonlinear programming, penalty function, objective parameter, constraint.
Received: June 2008; Revised: November 2008; Published: June 2009.
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