Journal of Applied Mathematics & Bioinformatics

Smoothing approximation to the k-th power nonlinear penalty function for constrained optimization problems

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•                                                  Abstract 

  
  

  In this paper, a new smoothing approximation to the k-th power nonlinear penalty function for constrained optimization problems is presented. We prove that this type of the smoothing penalty functions has good properties in solving constrained optimization problems. Furthermore, based on the smoothed penalty problem, an algorithm is presented to solve the constrained optimization problems, with its convergence under some conditions proved. Some numerical examples are given to illustrate the applicability of the present smoothing method, which show that the algorithm seems efficient.