Abstract
This chapter discusses the method of multipliers for equality constrained problems. By solving an approximate problem, an approximate solution of the original problem can be obtained. However, if a sequence of approximate problems can be constructed that converges in a well-defined sense to the original problem, then the corresponding sequence of approximate solutions would yield in the limit a solution of the original problem. The basic idea in penalty methods is to eliminate some or all of the constraints and add to the objective function a penalty term that prescribes a high cost to infeasible points. A parameter that determines the severity of the penalty and as a consequence the extent to which the resulting unconstrained problem approximates the original constrained problem is associated with the penalty methods.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callMore From: Constrained Optimization and Lagrange Multiplier Methods
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
