A NEW SMOOTHING APPROACH TO EXACT PENALTY FUNCTIONS FOR INEQUALITY CONSTRAINED OPTIMIZATION PROBLEMS


ŞAHİNER A., KAPUSUZ G., YILMAZ N.

NUMERICAL ALGEBRA CONTROL AND OPTIMIZATION, cilt.6, sa.2, ss.161-173, 2016 (ESCI, Scopus)

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 6 Sayı: 2
  • Basım Tarihi: 2016
  • Doi Numarası: 10.3934/naco.2016006
  • Dergi Adı: NUMERICAL ALGEBRA CONTROL AND OPTIMIZATION
  • Derginin Tarandığı İndeksler: Emerging Sources Citation Index (ESCI), Scopus
  • Sayfa Sayıları: ss.161-173
  • Anahtar Kelimeler: Constrained optimization, penalty function, smoothing approach
  • Süleyman Demirel Üniversitesi Adresli: Evet

Özet

In this study, we introduce a new smoothing approximation to the non-differentiable exact penalty functions for inequality constrained optimization problems. Error estimations are investigated between non-smooth penalty function and smoothed penalty function. In order to demonstrate the effectiveness of proposed smoothing approach the numerical examples are given.