On the convergence of a smooth penalty algorithm without computing global solutions

DOI10.1155/2012/620949zbMath1235.90120OpenAlexW2051191129WikidataQ58906254 ScholiaQ58906254MaRDI QIDQ411033

Bingzhuang Liu, Chang-Yu Wang, Wen-Ling Zhao

Publication date: 4 April 2012

Published in: Journal of Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2012/620949

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Nonconvex programming, global optimization (90C26)

Related Items (1)

Exact penalization in stochastic programming -- calmness and constraint qualification

Cites Work

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• The Fritz John necessary optimality conditions in the presence of equality and inequality constraints
• Smoothed penalty algorithms for optimization of nonlinear models
• A smoothing-out technique for min—max optimization
• On Smoothing Exact Penalty Functions for Convex Constrained Optimization
• Asymptotic Analysis for Penalty and Barrier Methods in Convex and Linear Programming
• An exact lower order penalty function and its smoothing in nonlinear programming
• Non-Linear Programming Via Penalty Functions

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