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A SIMPLE SMOOTH EXACT PENALTY FUNCTION FOR SMOOTH OPTIMIZATION PROBLEM 被引量:3

A SIMPLE SMOOTH EXACT PENALTY FUNCTION FOR SMOOTH OPTIMIZATION PROBLEM
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摘要 For smooth optimization problem with equMity constraints, new continuously differentiable penalty function is derived. It is proved exact in the sense that local optimizers of a nonlinear program are precisely the optimizers of the associated penalty function under some nondegeneracy assumption. It is simple in the sense that the penalty function only includes the objective function and constrained functions, and it doesn't include their gradients. This is achieved by augmenting the dimension of the program by a variable that controls the weight of the penalty terms.
出处 《Journal of Systems Science & Complexity》 SCIE EI CSCD 2012年第3期521-528,共8页 系统科学与复杂性学报(英文版)
基金 supported by the National Natural Science Foundation of China under Grant No.10971118 the Science foundation of Shandong Province(J10LG04)
关键词 Constrained optimization exact penalty function smooth penalty function. 精确罚函数 优化问题 光滑 流畅 简洁 惩罚函数 非线性规划 连续可微
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