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New simple exact penalty function for constrained minimization

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  • 1. Department of Mathematical Sciences, Zhejiang Sci-Tech University, Hangzhou 310018, P. R. China;
    2. Department of Mathematics, College of Sciences, Shanghai University, Shanghai 200444, P. R. China

Received date: 2011-04-18

  Revised date: 2012-03-22

  Online published: 2012-07-10

Supported by

Project supported by the National Natural Science Foundation of China (Nos. 10571116 and 51075421)

Abstract

By adding one variable to the equality-or inequality-constrained minimization problems, a new simple penalty function is proposed. It is proved to be exact in the sense that under mild assumptions, the local minimizers of this penalty function are precisely the local minimizers of the original problem, when the penalty parameter is sufficiently large.

Cite this article

Fang-ying ZHENG;Lian-sheng ZHANG . New simple exact penalty function for constrained minimization[J]. Applied Mathematics and Mechanics, 2012 , 33(7) : 951 -962 . DOI: 10.1007/s10483-012-1597-x

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