A new auxiliary function approach for inequality constrained global optimization problems

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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

Conflict of interest

The authors declare they have no competing interests.

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