A Barrier Form of the Method of Multipliers,

Abstract

Transformation or penalty function techniques have enjoyed wide popularity for solving nonlinear programming problems in recent years. There have been many methods of this class proposed, among them being the Method of Multipliers. In this paper we develop a barrier penalty function which incorporates penalty multipliers similar to those used in the Method of Multipliers. Two formulae for updating these multipliers are derived and numerical results are presented comparing both multiplier updating schemes with a conventional barrier penalty function algorithm. (Author)

Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1981
Accession Number
ADP000070

Entities

People

  • K. M. Ragsdell
  • R. R. Root

Organizations

  • Purdue University

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Computer Programming
  • Cooperation
  • Evolutionary Algorithms
  • Heuristic Methods
  • Mathematics
  • Nonlinear Programming

Fields of Study

  • Mathematics

Readers

  • Computational Fluid Dynamics (CFD)
  • Computational Modeling and Simulation
  • Electronics Engineering