Constrained optimization with normed moving truncations penalty-functions

DOI10.1007/BF02242001MaRDI QIDQ1134630zbMATH OpenOpenAlexFDO

Authors H. Roland Weistroffer

Publication date 1980

Published in Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02242001

zbMATH Keywords

computational experienceconstrained optimizationnormed moving truncations penalty function method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Review text

The normed moving truncations penalty-function method differs from the common exterior moving truncations penalty function method in that the problem functions are normalized after every completed unconstrained optimization, by multiplying with the reciprocal values attained by the functions. Computational results on 12 problems of varying complexity are reported, and compared with the results achieved by two other penalty-function methods.

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(1)

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