Global minimization of constrained problems with discontinuous penalty functions
โ Scribed by Quan Zheng; Liansheng Zhang
- Publisher
- Elsevier Science
- Year
- 1999
- Tongue
- English
- Weight
- 867 KB
- Volume
- 37
- Category
- Article
- ISSN
- 0898-1221
No coin nor oath required. For personal study only.
โฆ Synopsis
With the integral approach to global optimization, a class of discontinuous penalty functions is proposed to solve constrained minimization problems. Optimality conditions of a penalized minimization problem are generalized to a discontinuous case; necessary and sufficient conditions for an exact penalty function are examined; a nonsequential algorithm is proposed. Numerical examples are given to illustrate the effectiveness of the algorithm.
๐ SIMILAR VOLUMES
## Abstract A major drawback of the penalty function method in solving constrained variational problems is the difficulty in choosing suitable penalty parameters that are large enough to effect a constraint but small enough to avoid computational problems. This problem stems from the fact that the