OPTIMIZATION OF NONLINEAR PROGRAMMING PROBLEMS USING PENALTY FUNCTIONS AND COMPLEX METHOD
Penalty関数とComplex法を用いた非線形計画問題の解法

Moharnmed Abdul Mazeed, Teruo Sunaga, Eiji Kondo
1987 Journal of the Operations Research Society of Japan  
Abstnxct Here the validity of a no-derivative Complex Method for the optiinization of constrained nonlinear } prograrnming (NLP) problerns is discussed. This method, starting with N (N2n+1, where n is the dimension of the pioblem) feasible points, determines the optimum by a typical deseent method, Though this method is capable of determining a nearly optimal feasible solution, its convergence in the general case is not guaranteed, However, this method has good convergence properties for
more » ... rained problems; hence transfbrmation of the constrained NLP problem to a seTies of smooth unconstrained problerns by the use of a pena3ty function and the application of the cornplex method to these functions is proposed for the determination of the optirn.um, A number of problerns are solved by the complex method as well as by the use of a penalty function and the complex method, and the results are compared. The Opeiations Reseaich Society of Japan
doi:10.15807/jorsj.30.434 fatcat:5teqzz4twvarzfedkm7nur5zjm