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

In: Optimization in Science and Engineering

Author

Listed:
  • Changjun Yu

    (Business School, Central South University
    Curtin University, Department of Mathematics and Statistics)

  • Kok Lay Teo

    (Curtin University, Department of Mathematics and Statistics)

  • Liansheng Zhang

    (Shanghai University)

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.

Suggested Citation

  • Changjun Yu & Kok Lay Teo & Liansheng Zhang, 2014. "A New Exact Penalty Function Approach to Semi-infinite Programming Problem," Springer Books, in: Themistocles M. Rassias & Christodoulos A. Floudas & Sergiy Butenko (ed.), Optimization in Science and Engineering, edition 127, pages 583-596, Springer.
    • Handle: RePEc:spr:sprchp:978-1-4939-0808-0_28
    DOI: 10.1007/978-1-4939-0808-0_28
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