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...

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Main Authors:	Yu, Changjun, Teo, Kok Lay, Zhang, L.
Other Authors:	Themistocles M. Rassias, Christodoulos A. Floudas, Sergiy Butenko
Format:	Book Chapter
Published:	Springer 2014
Online Access:	http://hdl.handle.net/20.500.11937/16689

id	curtin-20.500.11937-16689
recordtype	eprints
spelling	curtin-20.500.11937-166892017-09-13T15:44:54Z A new exact penalty function approach to semi-infinite programming problem Yu, Changjun Teo, Kok Lay Zhang, L. Themistocles M. Rassias, Christodoulos A. Floudas, Sergiy Butenko 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. 2014 Book Chapter http://hdl.handle.net/20.500.11937/16689 10.1007/978-1-4939-0808-0_28 Springer restricted
repository_type	Digital Repository
institution_category	Local University
institution	Curtin University Malaysia
building	Curtin Institutional Repository
collection	Online Access
description	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.
author2	Themistocles M. Rassias, Christodoulos A. Floudas, Sergiy Butenko
author_facet	Themistocles M. Rassias, Christodoulos A. Floudas, Sergiy Butenko Yu, Changjun Teo, Kok Lay Zhang, L.
format	Book Chapter
author	Yu, Changjun Teo, Kok Lay Zhang, L.
spellingShingle	Yu, Changjun Teo, Kok Lay Zhang, L. A new exact penalty function approach to semi-infinite programming problem
author_sort	Yu, Changjun
title	A new exact penalty function approach to semi-infinite programming problem
title_short	A new exact penalty function approach to semi-infinite programming problem
title_full	A new exact penalty function approach to semi-infinite programming problem
title_fullStr	A new exact penalty function approach to semi-infinite programming problem
title_full_unstemmed	A new exact penalty function approach to semi-infinite programming problem
title_sort	new exact penalty function approach to semi-infinite programming problem
publisher	Springer
publishDate	2014
url	http://hdl.handle.net/20.500.11937/16689
first_indexed	2018-09-06T19:37:40Z
last_indexed	2018-09-06T19:37:40Z
_version_	1610888155845623808

A new exact penalty function approach to semi-infinite programming problem

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