Penalty, Barrier and Augmented Lagrangian Methods
نویسنده
چکیده
Infeasible-Interior-Point methods shown in previous homeworks are well behaved when the number of constraints are small and the dimension of the energy function domain is also small. This fact is easily seen, since each iteration of such methods requires of solving a linear equation system whose size depends precisely on the number of constraints and the dimension of the search space. In addition, the energy functions that we could optimize with the previous approaches are restricted to be linear with linear constraints. In this homework I describe three new methods that deal with these inconvenients.
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