JY

J. Yohanna

Department of Mathematics, University of Ilorin, Ilorin, Nigeria.

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Research Article Vol. 24, Issue 1

A Modified Interior Penalty Function Method for Constrained Optimization Problems

Catherine N. Ejieji*, J. Yohanna

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 an...

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