Global minimization of constrained problems with discontinuous penalty functions

Quan Zheng*, Liansheng Zhang

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

9 Citations (Scopus)

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 languageEnglish
Pages (from-to)41-58
Number of pages18
JournalComputers and Mathematics with Applications
Volume37
Issue number4-5
DOIs
Publication statusPublished - 1999
Externally publishedYes

Keywords

  • Discontinuous penalty functions
  • Integral global minimization
  • Robust sets and functions

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