On the Convergence of a Smooth Penalty Algorithm without Computing Global Solutions
We consider a smooth penalty algorithm to solve nonconvex optimization problem based on a family of smooth functions that approximate the usual exact penalty function. At each iteration in the algorithm we only need to find a stationary point of the smooth penalty function, so the difficulty of comp...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2012-01-01
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| Series: | Journal of Applied Mathematics |
| Online Access: | http://dx.doi.org/10.1155/2012/620949 |
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