A New Approach to Constrained Function Optimization
(1973) In Journal of Optimization Theory and Applications 12(6). p.531-554- Abstract
- A new approach to the constrained function optimization problem is presented. It is shown that the ordinary Lagrange multiplier method and the penalty function method may be generalized and combined, and the new concept ofmultiplier function is introduced. The problem may then be converted into an unconstrained well-conditioned optimization problem. Methods for numerical solution are discussed, and new algorithms are derived.
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- author
- Mårtensson, Krister
- organization
- publishing date
- 1973
- type
- Contribution to journal
- publication status
- published
- subject
- in
- Journal of Optimization Theory and Applications
- volume
- 12
- issue
- 6
- pages
- 531 - 554
- publisher
- Springer
- external identifiers
-
- scopus:13444269848
- ISSN
- 0022-3239
- DOI
- 10.1007/BF00934776
- language
- English
- LU publication?
- no
- id
- 51dfa647-322a-4712-a3ac-7b35fe1633e7
- date added to LUP
- 2018-12-10 13:47:54
- date last changed
- 2021-01-03 06:26:59
@article{51dfa647-322a-4712-a3ac-7b35fe1633e7, abstract = {{A new approach to the constrained function optimization problem is presented. It is shown that the ordinary Lagrange multiplier method and the penalty function method may be generalized and combined, and the new concept ofmultiplier function is introduced. The problem may then be converted into an unconstrained well-conditioned optimization problem. Methods for numerical solution are discussed, and new algorithms are derived.}}, author = {{Mårtensson, Krister}}, issn = {{0022-3239}}, language = {{eng}}, number = {{6}}, pages = {{531--554}}, publisher = {{Springer}}, series = {{Journal of Optimization Theory and Applications}}, title = {{A New Approach to Constrained Function Optimization}}, url = {{http://dx.doi.org/10.1007/BF00934776}}, doi = {{10.1007/BF00934776}}, volume = {{12}}, year = {{1973}}, }