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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Detalhes bibliográficos
Autor principal: Costa, M. Fernanda P. (author)
Outros Autores: Francisco, Rogério Brochado (author), Rocha, Ana Maria A. C. (author), Fernandes, Edite Manuela da G. P. (author)
Formato: article
Idioma:eng
Publicado em: 2017
Assuntos:
Texto completo:http://hdl.handle.net/1822/49143
País:Portugal
Oai:oai:repositorium.sdum.uminho.pt:1822/49143