TITLE:
A Smoothing Penalty Function Method for the Constrained Optimization Problem
AUTHORS:
Bingzhuang Liu
KEYWORDS:
Constrained Optimization, Penalty Function, Smoothing Method, Optimal Solution
JOURNAL NAME:
Open Journal of Optimization,
Vol.8 No.4,
December
4,
2019
ABSTRACT: In this paper, an approximate smoothing approach to the non-differentiable exact penalty function is proposed for the constrained optimization problem. A simple smoothed penalty algorithm is given, and its convergence is discussed. A practical algorithm to compute approximate optimal solution is given as well as computational experiments to demonstrate its efficiency.