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A New Approach to Constrained Function Optimization

Mårtensson, Krister (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
organization
publishing date
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}},
}