Interior And Exterior Penalty Methods To Solve Nonlinear Optimization Problems

The methods that we describe presently, attempt to approximate a constrained optimiza-rntion problem with an unconstrained one and then apply standard search techniques suchrnas exterior penalty function method and interior penalty method to obtain solutions. Thernapproximation is accomplished in the case of exterior penalty methods by adding a termrnto the objective function that prescribes a high cost for violation of the constraints. In therncase of interior penalty function methods, a term is added that favors points in the interiorrnof the feasible region over those near the boundary. For a problem with n variables andrnm constraints, both approaches work directly in the n-dimensional space of the variables.rnThe discussion that follows emphasizes exterior penalty methods recognizing that interiorrnpenalty function methods embody the same principles.rnKeywords: Constrained optimization, unconstrained optimization, Exterior penalty,Interiorrnpenalty(barrier) methods,Penalty Parameter,Penalty function, Penalty Term,Auxiliary func-rntion,non linear programming.

Get Full Work

Report copyright infringement or plagiarism