Abstract
With the integral approach to global optimization, a class of discontinuous penalty functions is proposed to solve constrained minimization problems. Optimality conditions of a penalized minimization problem are generalized to a discontinuous case; necessary and sufficient conditions for an exact penalty function are examined; a nonsequential algorithm is proposed. Numerical examples are given to illustrate the effectiveness of the algorithm.
Original language | English |
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Pages (from-to) | 41-58 |
Number of pages | 18 |
Journal | Computers and Mathematics with Applications |
Volume | 37 |
Issue number | 4-5 |
DOIs | |
Publication status | Published - 1999 |
Externally published | Yes |
Keywords
- Discontinuous penalty functions
- Integral global minimization
- Robust sets and functions