A numerical study of multiplier methods for constrained parameter optimization
- 1 February 1974
- journal article
- research article
- Published by Taylor & Francis in International Journal of Systems Science
- Vol. 5 (2) , 187-200
- https://doi.org/10.1080/00207727408920089
Abstract
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.Keywords
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