A Modified Interior Penalty Function Method for Constrained Optimization Problems
1 Department of Mathematics, University of Ilorin, P.M.B. 1515, Ilorin
2 Department of Mathematics, University of Ilorin, Ilorin, Nigeria.
* Corresponding author: ejieji.cn@unilorin.edu.ng
2 Department of Mathematics, University of Ilorin, Ilorin, Nigeria.
* Corresponding author: ejieji.cn@unilorin.edu.ng
Abstract
Amodified Interior penalty function method algorithm for solving
non-linear constrained optimization problems is presented in this
work. The modified scheme was achieved by introducing a new
function to the existing method and the proof of convergence for
the new function is established. The modified algorithm is used
to solve numerical examples and the results obtained show that
the proposed interior penalty function method is convergent to
the exact solutions which shows that the method is effective and
reliable in solving nonlinear constrained optimization problems.
Keywords
Interior Penalty Algorithm
Nonlinear Problems
Penalty Parameter
Barrier function.
How to Cite
Ejieji, C. N., & Yohanna, J. (2015). A Modified Interior Penalty Function Method for Constrained Optimization Problems. Nigerian Journal of Mathematics and Applications, 24(1), 216−227.
C. N. Ejieji, and J. Yohanna, "A Modified Interior Penalty Function Method for Constrained Optimization Problems," Nigerian Journal of Mathematics and Applications, vol. 24, no. 1, pp. 216−227, December 2015.
