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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