A second-order smooth penalty function algorithm for constrained optimization problems

• DOI: 10.1007/s10589-012-9504-9
• Publication Date: 2012-09-01T19:20:43Z
• Authors: Xinsheng Xu; Zhiqing Meng; Jianwu Sun; Liguo Huang; Rui Shen
• Keywords: 0211 other engineering and technologies; 02 engineering and technology

This paper introduces a second-order differentiability smoothing technique to the classical l 1 exact penalty function for constrained optimization problems(COP). Error estimations among the optimal objective values of the nonsmooth penalty problem, the smoothed penalty problem and the original optimization problem are obtained. Based on the smoothed problem, an algorithm for solving COP is proposed and some preliminary numerical results indicate that the algorithm is quite promising.