Smoothing approximation to the square-order exact penalty functions for constrained optimization

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Summary: A method is proposed to smooth the square-order exact penalty function for inequality constrained optimization. It is shown that, under some conditions, an approximately optimal solution of the original problem can be obtained by searching an approximately optimal solution of the smoothed penalty problem. An algorithm based on the smoothed penalty functions is given. The algorithm is shown to be convergent under mild conditions. Two numerical examples show that the algorithm seems efficient.











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