Open Access Research

A modified exact smooth penalty function for nonlinear constrained optimization

Liu Bingzhuang* and Zhao Wenling

Author Affiliations

School of Science, Shandong University of Technology, Zibo, Shandong, 255049, P.R. China

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Journal of Inequalities and Applications 2012, 2012:173 doi:10.1186/1029-242X-2012-173

Published: 6 August 2012

Abstract

In this paper, a modified simple penalty function is proposed for a constrained nonlinear programming problem by augmenting the dimension of the program with a variable that controls the weight of the penalty terms. This penalty function enjoys improved smoothness. Under mild conditions, it can be proved to be exact in the sense that local minimizers of the original constrained problem are precisely the local minimizers of the associated penalty problem.

MSC: 47H20, 35K55, 90C30.

Keywords:
constrained minimization; exact penalty function; nonlinear programming problem