Theoretical and practical convergence of a self-adaptive penalty algorithm for constrained global optimization

This paper proposes a self-adaptive penalty function and presents a penalty-based algorithm for solving nonsmooth and nonconvex constrained optimization problems. We prove that the general constrained optimization problem is equivalent to a bound constrained problem in the sense that they have the s...

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Bibliographic Details
Main Author: Costa, M. Fernanda P. (author)
Other Authors: Francisco, Rogério Brochado (author), Rocha, Ana Maria A. C. (author), Fernandes, Edite Manuela da G. P. (author)
Format: article
Language:eng
Published: 2017
Subjects:
Online Access:http://hdl.handle.net/1822/49143
Country:Portugal
Oai:oai:repositorium.sdum.uminho.pt:1822/49143