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What is Penalty Function Method in Optimization about?

The document discusses the interior and exterior penalty function method for solving nonlinear programming problems. The penalty function method reduces the nonlinear problem to a sequence of unconstrained optimization problems. The interior penalty function method generates a sequence of feasible points that converge to the optimal solution of the original problem. In contrast, the exterior penalty function method generates a sequence of infeasible solutions that eventually reach the feasible space. Popula

Author

Said

Language

EN