On the convergence of a smoothed penalty algorithm for semi-infinite programming (Q376724): Difference between revisions
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Property / author: Chang-Yu Wang / rank | |||
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Property / author: Yang, Xinmin / rank | |||
Property / author | |||
Property / author: Chang-Yu Wang / rank | |||
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Property / author | |||
Property / author: Yang, Xinmin / rank | |||
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A class of smoothed penalty functions for the standard semi-infinite programming (SIP) problem is studied where the semi-infinite constraint is replaced equivalently by a single finite integral constraint with a nonsmooth function and an exact \(l_{p}\) penalty function with \(0<p\leq 1\) for the latter problem is approximated by a smoothed penalty function. This smoothed penalty function is formed by a (possibly also nonconvex) continuously differentiable function having certain well-defined properties. It motivates an algorithm where, in each iteration, an inexact global minimizer of the penalty function has to be determined. Next it is proven that accumulation points of the sequence of iterates generated by the algorithm are global solutions of the SIP problem. Furthermore a necessary and sufficient condition is given so that the total sequence of objective function values produced by the algorithm converges to the optimal value of the SIP program. At last, the convergence of the algorithm is studied for a subclass of convex smoothing functions used. Some preliminary numerical experiments are reported. | |||
Property / review text: A class of smoothed penalty functions for the standard semi-infinite programming (SIP) problem is studied where the semi-infinite constraint is replaced equivalently by a single finite integral constraint with a nonsmooth function and an exact \(l_{p}\) penalty function with \(0<p\leq 1\) for the latter problem is approximated by a smoothed penalty function. This smoothed penalty function is formed by a (possibly also nonconvex) continuously differentiable function having certain well-defined properties. It motivates an algorithm where, in each iteration, an inexact global minimizer of the penalty function has to be determined. Next it is proven that accumulation points of the sequence of iterates generated by the algorithm are global solutions of the SIP problem. Furthermore a necessary and sufficient condition is given so that the total sequence of objective function values produced by the algorithm converges to the optimal value of the SIP program. At last, the convergence of the algorithm is studied for a subclass of convex smoothing functions used. Some preliminary numerical experiments are reported. / rank | |||
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Property / reviewed by | |||
Property / reviewed by: Rembert Reemtsen / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 90C34 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 90C30 / rank | |||
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Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6229220 / rank | |||
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Property / zbMATH Keywords | |||
semi-infinite programming | |||
Property / zbMATH Keywords: semi-infinite programming / rank | |||
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Property / zbMATH Keywords | |||
penalty algorithm | |||
Property / zbMATH Keywords: penalty algorithm / rank | |||
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\(l_{p}\) exact penalty function | |||
Property / zbMATH Keywords: \(l_{p}\) exact penalty function / rank | |||
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Property / zbMATH Keywords | |||
smoothed penalty function | |||
Property / zbMATH Keywords: smoothed penalty function / rank | |||
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Property / zbMATH Keywords | |||
smoothing function | |||
Property / zbMATH Keywords: smoothing function / rank | |||
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Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1007/s00186-013-0440-y / rank | |||
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Property / OpenAlex ID | |||
Property / OpenAlex ID: W2058001002 / rank | |||
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Property / cites work | |||
Property / cites work: Penalty and Barrier Methods: A Unified Framework / rank | |||
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Property / cites work | |||
Property / cites work: An exact penalty function for semi-infinite programming / rank | |||
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Property / cites work: The smoothed-penalty algorithm for state constrained optimal control problems for partial differential equations / rank | |||
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Property / cites work: A smoothed penalty iteration for state constrained optimal control problems for partial differential equations / rank | |||
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Property / cites work: Semi-Infinite Programming: Theory, Methods, and Applications / rank | |||
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links / mardi / name | links / mardi / name | ||
Latest revision as of 02:35, 7 July 2024
scientific article
Language | Label | Description | Also known as |
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English | On the convergence of a smoothed penalty algorithm for semi-infinite programming |
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On the convergence of a smoothed penalty algorithm for semi-infinite programming (English)
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19 November 2013
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A class of smoothed penalty functions for the standard semi-infinite programming (SIP) problem is studied where the semi-infinite constraint is replaced equivalently by a single finite integral constraint with a nonsmooth function and an exact \(l_{p}\) penalty function with \(0<p\leq 1\) for the latter problem is approximated by a smoothed penalty function. This smoothed penalty function is formed by a (possibly also nonconvex) continuously differentiable function having certain well-defined properties. It motivates an algorithm where, in each iteration, an inexact global minimizer of the penalty function has to be determined. Next it is proven that accumulation points of the sequence of iterates generated by the algorithm are global solutions of the SIP problem. Furthermore a necessary and sufficient condition is given so that the total sequence of objective function values produced by the algorithm converges to the optimal value of the SIP program. At last, the convergence of the algorithm is studied for a subclass of convex smoothing functions used. Some preliminary numerical experiments are reported.
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semi-infinite programming
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penalty algorithm
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\(l_{p}\) exact penalty function
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smoothed penalty function
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smoothing function
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