Hungarian Journal of Industrial Chemistry, Vol.24, No.4, 273-278, 1996
Use of penalty functions in direct search optimization
By means of penalty functions, difficult equality constraints can be readily handled in direct search optimisation. Three examples are used to test the viability of the approach. The range over which the values of the, penalty function factors can be taken to obtain convergence to the global optimum is sufficiently large to make the use of penalty functions an attractive means of dealing with difficult equality constraints.