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A numerical study of multiplier methods for constrained parameter optimization

 

作者: R. J. O'DOHERTY,   B. L. PIERSON,  

 

期刊: International Journal of Systems Science  (Taylor Available online 1974)
卷期: Volume 5, issue 2  

页码: 187-200

 

ISSN:0020-7721

 

年代: 1974

 

DOI:10.1080/00207727408920089

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

Several algorithms based on the multiplier or augmented penalty function method for minimizing a function subject to equality constraints are surveyed and compared numerically. These methods employ an approximation of the Lagrange multiplier to increase efficiency. A revised method for choosing the multiplier is presented and compared numerically with the other algorithms. One scheme for automatically choosing the penalty constant associated with the algorithms is also presented.

 

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