一个新的光滑低阶精确罚函数

A New Smooth Lower Order Exact Penalty Function

对不等式约束优化问题提出了一种新的低阶精确罚函数的构造,使其转化为易求解的无约束优化问题;给出了光滑罚问题与非光滑罚问题,光滑罚问题与原问题的目标函数值之间的误差估计,并且在弱的假设条件下证明了光滑罚问题的全局最优解是原问题的近似最优解.

With regard to inequality constrained optimization problem, this paper puts forward a kind of new lower order exact penalty function structure, in order to make it unconstrained and easily solved problem, gives deviation estimation of objective function between smooth penalty problem and non-smooth penalty problem and between smooth penalty problem and original problem and proves that global optimal solution of smooth penalty problem is approximate optimal solution of original problem under weakly supposed condition.