Algorithm. The exterior penalty function method can be stated by the following steps:
1. Start from any design X1 and a suitable value of r1. Set k = 1.
2. Find the vector X∗k that minimizes the function
𝜙(X, rk) = f (X) + rk
Σm
j=1
⟨gj(X)⟩q
3. Test whether the point X∗k satisfies all the constraints. If X∗k is feasible, it is the
desired optimum and hence terminates the procedure. Otherwise, go to step 4.
4. Choose the next value of the penalty parameter that satisfies the relation
rk+1 > rk
and set the new value of k as original k plus 1 and go to step 2. Usually, the
value of rk+1 is chosen according to the relation rk+1 = crk, where c is a constant
greater than 1.
Citar como
Narayan Das Ahirwar (2024). Exterior Penalty Method (https://www.mathworks.com/matlabcentral/fileexchange/85333-exterior-penalty-method), MATLAB Central File Exchange. Recuperado .
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