Problem 523. Sequential Unconstrained Minimization (SUMT) using Exterior Penalty

Created by Robert Canfield

Solve Later

Write a function to find the values of a design variable vector, x, that minimizes a scalar objective function, f, given a function handle to f, a starting guess, x0, subject to inequality and equality constraints with function handles g<=0 and h=0, respectively. Use a quadratic exterior penalty for the sequential unconstrained minimization technique (SUMT) with an optional input vector of penalty parameter values that become increasingly larger.

Solve

Solution Stats

79 Solutions
8 Solvers

Last Solution submitted on Jun 09, 2023

Last 200 Solutions

Problem Comments

2 Comments

2 Comments

Rafael S.T. Vieira on 19 Jun 2020

Please, be aware that test cases don't necessarily use all the same penalty parameters. For instance, I have used 1e6 for cases 2,3,4 & 6 and 1e4 for cases 1 & 5. It all depends on which method one uses for the exterior penalty (and approximations may fail because of it).

Rafael S.T. Vieira on 19 Jun 2020

In a sense, it is like trying to find the secret formula instead of finding the minimum value of a function.

Solution Comments

Show comments

Problem Recent Solvers8

Problem Tags

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Problem 523. Sequential Unconstrained Minimization (SUMT) using Exterior Penalty

Solution Stats

Last 200 Solutions

Problem Comments

Solution Comments

Problem Recent Solvers8

Suggested Problems

More from this Author17

Problem Tags

Community Treasure Hunt

Problem 523. Sequential Unconstrained Minimization (SUMT) using Exterior Penalty

Solution Stats

Last 200 Solutions

Problem Comments

Solution Comments

Problem Recent Solvers8

Suggested Problems

More from this Author17

Problem Tags

Community Treasure Hunt

Players