use penalty function for constraint optimization
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farhad gholami
on 1 Aug 2014
Answered: farhad gholami
on 3 Aug 2014
i have problem that consist nonlinear programming problem with 70 equlity constraint with and 15 variables. i would convert this problem to unconstrainted optimization with penalty function, max f(x) st: h(x)=0 for j=1 to 70; penalty function=f(x)+lambda(h1(x)^2+h2(x)^2+h3(x)^3 .... h70(x)^2)
that lambda positive penalty constant for example 2 is this convert is true?
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