Zusammenfassung
Statt der Penalty-Funktionen des letzten Kapitels verwendet die vor liegende Technik sogenannte Barriere-Funktionen. Auch hier wird das konvexe Problem
übersetzt in eine Folge von Minimumproblemen ohne Restriktionen, von der Art
mit r > 0 als Parameter.
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Literatur
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Künzi, H.P., Oettli, W. (1969). “SUMT” (sequential unconstrained minimization technique) von Fiacco und McCormick. In: Nichtlineare Optimierung: Neuere Verfahren Bibliographie. Lecture Notes in Operations Research and Mathematical Systems, vol 16. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-95120-6_7
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DOI: https://doi.org/10.1007/978-3-642-95120-6_7
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