A new auxiliary function approach for inequality constrained global optimization problems

Nurullah Yilmaz; Ahmet Sahiner

doi:10.11121/ijocta.01.2019.00671

Authors

Nurullah Yilmaz Department of Mathematics, Suleyman Demirel University, Isparta, Turkey http://orcid.org/0000-0001-6429-7518
Ahmet Sahiner Department of Mathematics, Suleyman Demirel University, Isparta, Turkey http://orcid.org/0000-0002-4945-2476

DOI:

https://doi.org/10.11121/ijocta.01.2019.00671

Keywords:

Constrained optimization, global optimization, smoothing approach, penalty function

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.

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