A smoothing objective penalty function algorithm for inequality constrained optimization problems
DOI10.1080/01630563.2011.577262zbMATH Open1227.65051OpenAlexW1989837342MaRDI QIDQ3173503FDOQ3173503
Authors: Zhiqing Meng, Chuangyin Dang, Min Jiang, R. Shen 
Publication date: 10 October 2011
Published in: Numerical Functional Analysis and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/01630563.2011.577262
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- A penalty function algorithm with objective parameters for nonlinear mathematical programming
- Smoothing Nonlinear Penalty Functions for Constrained Optimization Problems
- Globally Convergent Algorithms for Convex Programming
- On the smoothing of the square-root exact penalty function for inequality constrained optimization
Cited In (13)
- Two Classes of Smooth Objective Penalty Functions for Constrained Problems
- The smoothing objective penalty function method for two-cardinality sparse constrained optimization problems
- A new smoothing approach to exact penalty functions for inequality constrained optimization problems
- New smoothing approximations to piecewise smooth functions and applications
- Exactness and algorithm of an objective penalty function
- A second-order smooth penalty function algorithm for constrained optimization problems
- Second-Order Smoothing Objective Penalty Function for Constrained Optimization Problems
- An objective penalty method for optimistic bilevel programming problems
- An objective penalty function algorithm for bilevel programming based on multi-parameters
- Smoothing approximation to the new exact penalty function with two parameters
- A penalty function algorithm with objective parameters for nonlinear mathematical programming
- A smoothing approach for the optimal parameter selection problem with continuous inequality constraint
- An objective penalty function-based method for inequality constrained minimization problem
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