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Combination of Penalty Function, Lagrange Multiplier and Conjugate Gradient Methods for the Solution of Constrained Optimization Problems

Asian Bulletin of Energy Economics and Technology

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Title Combination of Penalty Function, Lagrange Multiplier and Conjugate Gradient Methods for the Solution of Constrained Optimization Problems
 
Creator Ogunrinde, R. B.
Olaosebikan, T. E.
 
Subject


 
Description In this paper, we combined Langrage Multiplier, Penalty Function and Conjugate Gradient Methods (CPLCGM), to enable Conjugate Gradient Method (CGM) to be employed for solving constrained optimization problems. In the year past, Langrage Multiplier Method (LMM) has been used extensively to solve constrained optimization problems likewise Penalty Function Method (PFM). However, with some special features in CGM, which makes it unique in solving unconstrained optimization problems, we see that this features we be advantageous to solve constrained optimization problems if it can be properly amended. This, then call for the CPLCGM that is aimed at taking care of some constrained optimization problems, either with equality or inequality constraint but in this paper, we focus on equality constraints. The authors of this paper desired that, with the construction of the new Algorithm, it will circumvent the difficulties undergone using only LMM and as well as PFM to solve constrained optimization problems and its application will further improve the result of the Conjugate Gradient Method in solving this class of optimization problem. We applied the new algorithm to some constrained optimization problems and compared the results with the LMM and PFM.
 
Publisher Asian Online Journal Publishing Group
 
Contributor
 
Date 2016-04-19
 
Type info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article

 
Format application/pdf
audio/mpeg
text/html
 
Identifier http://www.asianonlinejournals.com/index.php/ABEE/article/view/699
10.20448/journal.507/2016.3.1/507.1.1.8
 
Source Asian Bulletin of Energy Economics and Technology; Vol 3, No 1 (2016); 1-8
2313-819X
2518-0142
 
Language eng
 
Relation http://www.asianonlinejournals.com/index.php/ABEE/article/view/699/pdf_8
http://www.asianonlinejournals.com/index.php/ABEE/article/view/699/597
http://www.asianonlinejournals.com/index.php/ABEE/article/view/699/685
 
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