A new exact penalty function approach to semi-infinite programming problem
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...
| Main Authors: | , , |
|---|---|
| Other Authors: | |
| Format: | Book Chapter |
| Published: |
Springer
2014
|
| Online Access: | http://hdl.handle.net/20.500.11937/16689 |
| Summary: | 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. |
|---|