On the convergence of a smooth penalty algorithm without computing global solutions
Summary: We consider a smooth penalty algorithm to solve nonconvex optimization problem based on a family of smooth functions that approximate the usual exact penalty function. At each iteration in the algorithm we only need to find a stationary point of the smooth penalty function, so the difficulty of computing the global solution can be avoided. Under a generalized Mangasarian-Fromovitz constraint qualification condition (GMFCQ) that is weaker and more comprehensive than the traditional MFCQ, we prove that the sequence generated by this algorithm will enter the feasible solution set of the primal problem after finite times of iteration, and if the sequence of iteration points has an accumulation point, then it must be a Karush-Kuhn-Tucker (KKT) point. Furthermore, we obtain better convergence for convex optimization problems.
- Global convergence of a class smooth penalty algorithm of constrained optimization problem
- Global convergence and finite termination of a class of smooth penalty function algorithms
- Global convergence of a class new smooth penalty algorithm for constrained optimization problem
- A class of exact penalty functions and penalty algorithms for nonsmooth constrained optimization problems
- A new class of penalty functions and a penalty algorithm
- A class of smoothing functions for nonlinear and mixed complementarity problems
- A nonlinear programming algorithm based on non-coercive penalty functions
- A smoothing-out technique for min—max optimization
- An exact lower order penalty function and its smoothing in nonlinear programming
- Asymptotic Analysis for Penalty and Barrier Methods in Convex and Linear Programming
- scientific article; zbMATH DE number 4119957 (Why is no real title available?)
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- Exact penalization in stochastic programming -- calmness and constraint qualification
- On the convergence analysis of a penalty algorithm for nonsmooth optimization and its performance for solving hard-sphere problems
- Global convergence of a class smooth penalty algorithm of constrained optimization problem
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