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dc.contributor.authorWang, Song
dc.date.accessioned2017-01-30T15:08:03Z
dc.date.available2017-01-30T15:08:03Z
dc.date.created2016-02-07T19:30:21Z
dc.date.issued2015
dc.identifier.citationWang, S. 2015. A penalty approach to a discretized double obstacle problem with derivative constraints. Journal of Global Optimization. 62 (4): pp. 775-790.
dc.identifier.urihttp://hdl.handle.net/20.500.11937/43515
dc.identifier.doi10.1007/s10898-014-0262-3
dc.description.abstract

This work presents a penalty approach to a nonlinear optimization problem with linear box constraints arising from the discretization of an infinite-dimensional differential obstacle problem with bound constraints on derivatives. In this approach, we first propose a penalty equation approximating the mixed nonlinear complementarity problem representing the Karush-Kuhn-Tucker conditions of the optimization problem. We then show that the solution to the penalty equation converges to that of the complementarity problem with an exponential convergence rate depending on the parameters used in the equation. Numerical experiments, carried out on a non-trivial test problem to verify the theoretical finding, show that the computed rates of convergence match the theoretical ones well.

dc.publisherSpringer
dc.subjectMixed nonlinear complementarity problem
dc.subjectConvergence rates
dc.subjectVariational inequalities
dc.subjectGlobal optimizer
dc.subjectPenalty method
dc.subjectDouble obstacle problem
dc.subjectBounded linear constraints
dc.titleA penalty approach to a discretized double obstacle problem with derivative constraints
dc.typeJournal Article
dcterms.source.volume62
dcterms.source.startPage775
dcterms.source.endPage790
dcterms.source.issn0925-5001
dcterms.source.titleJournal of Global Optimization
curtin.note

The final publication is available at Springer via http://dx.doi.org/10.1007/s10898-014-0262-3

curtin.departmentDepartment of Mathematics and Statistics
curtin.accessStatusOpen access


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