A New Smoothing Nonlinear Penalty Function for Constrained Optimization

Flexible Penalty Functions for Nonlinear Constrained Optimization

[Received on 31 March 2007] We propose a globalization strategy for nonlinear constrained optimization. The method employs a “flexible” penalty function to promote convergence, where during each iteration the penalty parameter can be chosen as any number within a prescribed interval, rather than a fixed value. This increased flexibility in the step acceptance procedure is designed to promote lo...

A Derivative-Free Algorithm for Inequality Constrained Nonlinear Programming via Smoothing of an linfty Penalty Function

In this paper we consider inequality constrained nonlinear optimization problems where the first order derivatives of the objective function and the constraints cannot be used. Our starting point is the possibility to transform the original constrained problem into an unconstrained or linearly constrained minimization of a nonsmooth exact penalty function. This approach shows two main difficult...

A penalty-interior-point algorithm for nonlinear constrained optimization

Penalty and interior-point methods for nonlinear optimization problems have enjoyed great successes for decades. Penalty methods have proved to be effective for a variety of problem classes due to their regularization effects on the constraints. They have also been shown to allow for rapid infeasibility detection. Interior-point methods have become the workhorse in large-scale optimization due ...

Constrained Evolutionary Optimization - the penalty function approach

solution of security constrained unit commitment problem by a new multi-objective optimization method

چکیده-پخش بار بهینه به عنوان یکی از ابزار زیر بنایی برای تحلیل سیستم های قدرت پیچیده ،برای مدت طولانی مورد بررسی قرار گرفته است.پخش بار بهینه توابع هدف یک سیستم قدرت از جمله تابع هزینه سوخت ،آلودگی ،تلفات را بهینه می کند،و هم زمان قیود سیستم قدرت را نیز برآورده می کند.در کلی ترین حالتopf یک مساله بهینه سازی غیر خطی ،غیر محدب،مقیاس بزرگ،و ایستا می باشد که می تواند شامل متغیرهای کنترلی پیوسته و گ...