Please use this identifier to cite or link to this item: http://hdl.handle.net/10397/25631
Title: New exact penalty function for solving constrained finite min-max problems
Authors: Ma, C
Li, X 
Yiu, KFC 
Zhang, LS
Keywords: Constrained optimization
Min-max problem
Penalty function
Issue Date: 2012
Publisher: Springer
Source: Applied mathematics and mechanics (English edition), 2012, v. 33, no. 2, p. 253-270 How to cite?
Journal: Applied mathematics and mechanics (English edition) 
Abstract: This paper introduces a new exact and smooth penalty function to tackle constrained min-max problems. By using this new penalty function and adding just one extra variable, a constrained min-max problem is transformed into an unconstrained optimization one. It is proved that, under certain reasonable assumptions and when the penalty parameter is sufficiently large, the minimizer of this unconstrained optimization problem is equivalent to the minimizer of the original constrained one. Numerical results demonstrate that this penalty function method is an effective and promising approach for solving constrained finite min-max problems.
URI: http://hdl.handle.net/10397/25631
ISSN: 0253-4827
EISSN: 1573-2754
DOI: 10.1007/s10483-012-1548-6
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