Bounded Constraint Normalization Scheme and Conditional Penalized Objective Function for Exterior Penalty Function Method
摘要
Although many methods are there for solving nonlinear optimization problems, effective constraint handling still remains as a big challenge. Most methods use exterior penalty function like schemes for it, which require incommensurable constraints to be normalized a priori. Although such fixed constraint normalization and subsequent formation of a penalized objective function are theoretically correct, some variable values generated during the optimization process may make a constraint undefined or mislead to an infeasible solution as the optimum. For avoiding such cases, a bounded constraint normalization scheme and a conditional penalized objective function are proposed here, which are to be implemented iteration-wise according to the generated variable values.