A new auxiliary function approach for inequality constrained global optimization problems

Nurullah Yilmaz, Ahmet Sahiner

Abstract


In this study, we deal with the nonlinear constrained global optimization problems. First, we introduce a new smooth exact penalty function for constrained optimization problems. We combine the exact penalty function with the auxiliary function in regard to constrained global optimization. We present a new auxiliary function approach and the adapted algorithm for solving  non-linear inequality constrained global optimization problems. Finally, we illustrate the efficiency of the algorithm on some numerical examples.

Keywords


Constrained optimization; global optimization; smoothing approach; penalty function

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DOI: http://dx.doi.org/10.11121/ijocta.01.2019.00671

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