Abstract
Generalized exponential penalty functions are constructed for the multiplier methods in solving nonlinear programming problems. The non-smooth extreme constraint Gext is replaced by a single smooth constraint Gs by using the generalized exponential function (base a>1). The well-known K.S. function is found to be a special case of our proposed formulation. Parallel processing for Golden block line search algorithm is then summarized, which can also be integrated into our formulation. Both small and large-scale nonlinear programming problems (up to 2000 variables and 2000 nonlinear constraints) have been solved to validate the proposed algorithms.
Original language | English |
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Pages (from-to) | 469-477 |
Number of pages | 9 |
Journal | Computer Assisted Mechanics and Engineering Sciences |
Volume | 6 |
Issue number | 3 |
State | Published - 1 Dec 1999 |
Event | 8th International Conference on Numerical Mathematics and Computational Mechanics (NMCM98) - Miskolc, Hung Duration: 24 Aug 1998 → 27 Aug 1998 |