Problem 523. Sequential Unconstrained Minimization (SUMT) using Exterior Penalty
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.
Solution Stats
Problem Comments
-
2 Comments
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).
In a sense, it is like trying to find the secret formula instead of finding the minimum value of a function.
Solution Comments
Show commentsProblem Recent Solvers8
Suggested Problems
-
given 3 sides, find area of this triangle
801 Solvers
-
Mimic foldl in functional programming
32 Solvers
-
18 Solvers
-
Return unique values without sorting
930 Solvers
-
302 Solvers
More from this Author17
Problem Tags
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!