Skip to main content

A note on the optimization of constrained design problems

Abstract

This paper describes a new algorithm for solving constrained optimization problems, based on a method proposed by Chattopadhyay. The proposed algorithm replaces the original problem withm constraints,m>1, by a sequence of optimization problems, with one constraint. Here, we modify the algorithm given by Chattopadhyay in order to make it applicable for a larger class of optimization problems and to improve its convergence characteristics.

This is a preview of subscription content, access via your institution.

References

  1. Chattopadhyay, R.,Optimization in Engineering Design, Journal of Optimization Theory and Applications, Vol. 9, No. 3, 1972.

  2. Fiacco, A. V., andMcCormick, G. P.,The Sequential Unconstrained Minimization Technique for Non-linear Programming, a Primal-Dual Method, Management Sciences, Vol. 10, pp. 360–364, 1964.

    Article  Google Scholar 

  3. Zangwill, W. I.,Non-linear Programming Via Penalty Functions, Management Sciences, Vol. 13, pp. 344–358, 1967.

    Article  MathSciNet  MATH  Google Scholar 

  4. Hestenes, M. R.,Multiplier and Gradient Methods, Journal of Optimization Theory and Applications, Vol. 4, No. 5, 1969.

  5. Chattopadhyay, R.,A Study of Test Functions for Optimization Algorithms, Journal of Optimization Theory and Applications, Vol. 8, No. 3, 1971.

Download references

Author information

Authors and Affiliations

Authors

Additional information

Communicated by D. G. Luenberger

Partial support from the Graduate School of the University of Minnesota is gratefully acknowledged.

Rights and permissions

Reprints and Permissions

About this article

Cite this article

Stephanopoulos, G. A note on the optimization of constrained design problems. J Optim Theory Appl 17, 337–342 (1975). https://doi.org/10.1007/BF00933883

Download citation

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF00933883

Key Words

  • Bounds on cost functionals
  • engineering design
  • inequality constraints
  • mathematical programming
  • penalty-function methods