Problem 523. Sequential Unconstrained Minimization (SUMT) using Exterior Penalty

Created by Robert Canfield
Appears in Numerical Methods

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Write a function to find the values of a design variable vector, x, that minimizes a scalar objective function, f, given a function handle to f, a starting guess, x0, subject to inequality and equality constraints with function handles g<=0 and h=0, respectively. Use a quadratic exterior penalty for the sequential unconstrained minimization technique (SUMT) with an optional input vector of penalty parameter values that become increasingly larger.

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Last Solution submitted on Mar 19, 2025

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Rafael S.T. Vieira on 19 Jun 2020

Please, be aware that test cases don't necessarily use all the same penalty parameters. For instance, I have used 1e6 for cases 2,3,4 & 6 and 1e4 for cases 1 & 5. It all depends on which method one uses for the exterior penalty (and approximations may fail because of it).

Rafael S.T. Vieira on 19 Jun 2020

In a sense, it is like trying to find the secret formula instead of finding the minimum value of a function.

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Problem 523. Sequential Unconstrained Minimization (SUMT) using Exterior Penalty

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Problem 523. Sequential Unconstrained Minimization (SUMT) using Exterior Penalty

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Problem Recent Solvers9

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