Author(s)

Bingzhuang Liu

School of Mathematics and Statistics, Shandong University of Technology, Shandong, China.

In this paper, an approximate smoothing approach to the non-differentiable exact penalty function is proposed for the constrained optimization problem. A simple smoothed penalty algorithm is given, and its convergence is discussed. A practical algorithm to compute approximate optimal solution is given as well as computational experiments to demonstrate its efficiency.

Constrained Optimization, Penalty Function, Smoothing Method, Optimal Solution

Liu, B. (2019) A Smoothing Penalty Function Method for the Constrained Optimization Problem. Open Journal of Optimization, 8, 113-126. doi: 10.4236/ojop.2019.84010.