New simple exact penalty function for constrained minimization

Fang Ying Zheng; Lian Sheng Zhang

doi:10.1007/s10483-012-1597-x

New simple exact penalty function for constrained minimization

Fang Ying Zheng^*, Lian Sheng Zhang

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

3 Citations (Scopus)

Abstract

By adding one variable to the equality- or inequality-constrained minimization problems, a new simple penalty function is proposed. It is proved to be exact in the sense that under mild assumptions, the local minimizers of this penalty function are precisely the local minimizers of the original problem, when the penalty parameter is sufficiently large.

Original language	English
Pages (from-to)	951-962
Number of pages	12
Journal	Applied Mathematics and Mechanics (English Edition)
Volume	33
Issue number	7
DOIs	https://doi.org/10.1007/s10483-012-1597-x
Publication status	Published - Jul 2012
Externally published	Yes

Keywords

Constrained minimization
Exact penalty function
Local solution
Nonlinear programming

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10.1007/s10483-012-1597-x

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title = "New simple exact penalty function for constrained minimization",

abstract = "By adding one variable to the equality- or inequality-constrained minimization problems, a new simple penalty function is proposed. It is proved to be exact in the sense that under mild assumptions, the local minimizers of this penalty function are precisely the local minimizers of the original problem, when the penalty parameter is sufficiently large.",

keywords = "Constrained minimization, Exact penalty function, Local solution, Nonlinear programming",

author = "Zheng, {Fang Ying} and Zhang, {Lian Sheng}",

year = "2012",

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doi = "10.1007/s10483-012-1597-x",

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AU - Zhang, Lian Sheng

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AB - By adding one variable to the equality- or inequality-constrained minimization problems, a new simple penalty function is proposed. It is proved to be exact in the sense that under mild assumptions, the local minimizers of this penalty function are precisely the local minimizers of the original problem, when the penalty parameter is sufficiently large.

KW - Constrained minimization

KW - Exact penalty function

KW - Local solution

KW - Nonlinear programming

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DO - 10.1007/s10483-012-1597-x

M3 - Article

AN - SCOPUS:84864548329

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EP - 962

JO - Applied Mathematics and Mechanics (English Edition)

JF - Applied Mathematics and Mechanics (English Edition)

IS - 7

ER -

New simple exact penalty function for constrained minimization

Abstract

Keywords

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