非线性不等式约束优化问题的指数型精确罚函数算法

Algorithm of exponential-type exact penalty function for nonlinear inequality constrained optimization

针对非线性不等式约束优化问题,通过增加一个变量构造了一种新的指数型罚函数,进而证明了该罚函数的光滑性和精确性.进一步,设计了一种求解非线性不等式约束优化问题的精确罚函数算法.数值计算的结果表明了该算法的可行性.

To deal with nonlinear inequality constrained optimization problems, we con- struct a new exponential-type penalty function by adding a variable, and prove smoothness and accuracy of the penalty function. In addition, an exact penalty function algorithm is proposed to solve nonlinear inequality constrained optimization problems. Numerical re- sults are reported to show effectiveness of the algorithm.