A new auxiliary function approach for inequality constrained global optimization problems

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.