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SMOOTHING APPROXIMATION TO l<sub>1</sub> EXACT PENALTY FUNCTION FOR CONSTRAINED OPTIMIZATION PROBLEMS
SMOOTHING APPROXIMATION TO l1 EXACT PENALTY FUNCTION FOR CONSTRAINED OPTIMIZATION PROBLEMS
Journal of applied mathematics & informatics. 2015. May, 33(3_4): 387-399
  • Received : October 30, 2014
  • Published : May 30, 2015
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BINH NGUYEN THANH

Abstract
In this paper, a new smoothing approximation to the l<sub>1</sub> exact penalty function for constrained optimization problems (COP) is presented. It is shown that an optimal solution to the smoothing penalty optimization problem is an approximate optimal solution to the original optimization problem. Based on the smoothing penalty function, an algorithm is presented to solve COP, with its convergence under some conditions proved. Numerical examples illustrate that this algorithm is efficient in solving COP.
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