The Two Penalty Function For Constrained Nonlinear Programming Problem

Penalty function for inequality constrained nonlinear programming problem is a common method. Our mainly work is to structure two new penalty functions and study their properties.A brief introduce about the penalty function and the filled function is given in the first chapter. The second Chapter and the third one contain the main context of this paper. In the chapter two, we have proposed a new penalty function based on the first penalty function, which has the advantages of lower order penalty function and l1-penalty function. Then we have given an example to prove that the theoretical algorithm is effective. Then in the third chapter we have proposed the second penalty function which constructed by a filled function. The proposed penalty function has the properties of both penalty function and filled function. At last, the numerical study well illustrates the reliability of the second penalty function.There is the conclusion and outlook in the fourth chapter.