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On smoothing exact penalty functions for nonlinear constrained optimization problems

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Abstract

In the paper, we give a smoothing approximation to the nondifferentiable exact penalty function for nonlinear constrained optimization problems. Error estimations are obtained among the optimal objective function values of the smoothed penalty problems, of the nonsmooth penalty problem and of the original problem. An algorithm based on our smoothing function is given, which is showed to be globally convergent under some mild conditions.

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Correspondence to Bingzhuang Liu.

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Liu, B. On smoothing exact penalty functions for nonlinear constrained optimization problems. J. Appl. Math. Comput. 30, 259–270 (2009). https://doi.org/10.1007/s12190-008-0171-z

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  • DOI: https://doi.org/10.1007/s12190-008-0171-z

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