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 solvingconstrained optimization problems. We combine the exact penalty functionwith the auxiliary function in regard to constrained global optimization. Wepresent a new auxiliary function approach and the adapted algorithm in orderto solve non-linear inequality constrained global optimization problems. Finally, we illustrate the efficiency of the algorithm on some numerical examples.