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The document discusses penalty methods for problems with equality constraints and barrier methods for problems with inequality constraints. Penalty methods solve a sequence of unconstrained minimization problems with a quadratic penalty term added to the objective function and decreasing penalty parameter μ. Barrier methods solve a sequence of unconstrained problems with a log barrier term added to keep the solution strictly feasible and decreasing μ. Both methods become ill-conditioned as μ approaches 0 du

Author

nisact

Language

EN