A New Exact Penalty Function Approach to Semi-infinite Programming Problem

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Abstract

In this paper, we propose a new exact penalty function method for solving a class of semi-infinite programming problems (SIPs). We introduce a logarithmic form function of the constraint violation, where the constraint violation is a measure of the violation of the constraints of the current iterate. By appending it to the objective function, we obtain a sequence of approximate conventional unconstrained optimization problem. It is proved that when the penalty parameter is sufficiently large, any local minimizer of the approximate problem is a local minimizer of the original problem. Numerical results show that the proposed method is effective.

Keywords

Feasible Region Penalty Parameter Constraint Violation Exact Penalty Exact Penalty Function 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
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Copyright information

© Springer Science+Business Media New York 2014

Authors and Affiliations

  1. 1.Business School, Central South UniversityBentleyAustralia
  2. 2.Department of Mathematics and StatisticsCurtin UniversityChangshaChina
  3. 3.Department of Mathematics and StatisticsCurtin UniversityBentleyAustralia
  4. 4.Shanghai UniversityShanghaiChina

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