On the Bridge Between Exterior and Interior Penalty Method

Abstract

In this paper, we present methods of penalty functions for solving constrained optimization problems. The methods that we characterize presently, attempt to approximate a constrained optimization problem with an unconstrained, one and then apply standard search techniques such as the exterior penalty function method and the interior penalty method to get solutions. The paper that follows assure exterior penalty methods recognizing that interior penalty function methods incarnate the same principles.