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8 - Penalty and Barrier Function Methods

from Part II - From General Mathematical Background to General Nonlinear Programming Problems (NLP)

Published online by Cambridge University Press:  17 December 2020

Vassilios S. Vassiliadis ,
Walter Kähm ,
Ehecatl Antonio del Rio Chanona  and
Ye Yuan
Vassilios S. Vassiliadis
Affiliation:
University of Cambridge
Ehecatl Antonio del Rio Chanona
Affiliation:
Imperial College London
Ye Yuan
Affiliation:
Huazhong University of Science and Technology
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Summary

This chapter is a first introduction to penalty and barrier methods, as a direct way to transform generally constrained optimization problems to unconstrained ones.This is done through the appropriate choice of penalty and barrier functions, with the various problems facing such methods highlighted in intuitive and illustrative ways via discussion and graphical examples.The chapter also prepares the reader for the much more advanced material that follows in the next chapter.

Keywords

Logarithmic barriersQuadratic penaltyPenalty-multiplier method
Type
Chapter
Information
Optimization for Chemical and Biochemical Engineering
Theory, Algorithms, Modeling and Applications
 , pp. 91 - 100
Publisher: Cambridge University Press
Print publication year: 2021

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