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: | , , |
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| Other Authors: | |
| Format: | Book Chapter |
| Published: |
Springer
2014
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| Online Access: | http://hdl.handle.net/20.500.11937/16689 |
| _version_ | 1848749247855329280 |
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| author | Yu, Changjun Teo, Kok Lay Zhang, L. |
| author2 | Themistocles M. Rassias |
| author_facet | Themistocles M. Rassias Yu, Changjun Teo, Kok Lay Zhang, L. |
| author_sort | Yu, Changjun |
| 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. |
| first_indexed | 2025-11-14T07:17:55Z |
| format | Book Chapter |
| id | curtin-20.500.11937-16689 |
| institution | Curtin University Malaysia |
| institution_category | Local University |
| last_indexed | 2025-11-14T07:17:55Z |
| publishDate | 2014 |
| publisher | Springer |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | curtin-20.500.11937-166892023-02-13T08:01:37Z 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 |
| spellingShingle | Yu, Changjun Teo, Kok Lay Zhang, L. A new exact penalty function approach to semi-infinite programming problem |
| title | 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_short | A new exact penalty function approach to semi-infinite programming problem |
| title_sort | new exact penalty function approach to semi-infinite programming problem |
| url | http://hdl.handle.net/20.500.11937/16689 |