论文信息 - A new approach to constrained function optimization

A new approach to constrained function optimization

A new approach to the constrained function optimization problem is presented. It is shown that the ordinary Lagrange multiplier method and the penalty function method may be generalized and combined, and the new concept ofmultiplier function is introduced. The problem may then be converted into an unconstrained well-conditioned optimization problem. Methods for numerical solution are discussed, and new algorithms are derived.

K. Mårtensson | K. Mårtensson

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