Abstract
This paper describes a new algorithm for solving constrained optimization problems, based on a method proposed by Chattopadhyay. The proposed algorithm replaces the original problem with m constraints, m>1, by a sequence of optimization problems, with one constraint. Here, we modify the algorithm given by Chattopadhyay in order to make it applicable for a larger class of optimization problems and to improve its convergence characteristics.
Original language | English (US) |
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Pages (from-to) | 337-342 |
Number of pages | 6 |
Journal | Journal of Optimization Theory and Applications |
Volume | 17 |
Issue number | 3-4 |
DOIs | |
State | Published - May 1975 |
Externally published | Yes |
Keywords
- Bounds on cost functionals
- engineering design
- inequality constraints
- mathematical programming
- penalty-function methods
ASJC Scopus subject areas
- Control and Optimization
- Management Science and Operations Research
- Applied Mathematics