This paper describes a new algorithm for solving constrained optimization problems, based on a method proposed by Chattopadhyay. The proposed algorithm replaces the original problem withm constraints,m>1, by a sequence of optimization problems, with one constraint. Here, we modify the algorithm given by Chattopadhyay in order to make it applicable for a larger class of optimization problems and to improve its convergence characteristics.
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Partial support from the Graduate School of the University of Minnesota is gratefully acknowledged.
Communicated by D. G. Luenberger
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Stephanopoulos, G. A note on the optimization of constrained design problems. J Optim Theory Appl 17, 337–342 (1975). https://doi.org/10.1007/BF00933883
- Bounds on cost functionals
- engineering design
- inequality constraints
- mathematical programming
- penalty-function methods