home *** CD-ROM | disk | FTP | other *** search
- Path: sparky!uunet!airgun!de01!hart
- From: hart@de01.denver.waii.com (Doug Hart)
- Newsgroups: comp.ai.genetic
- Subject: Re: Penalty functions
- Keywords: Penalty Optimization Minimization
- Message-ID: <1853@airgun.wg.waii.com>
- Date: 26 Jan 93 18:45:50 GMT
- References: <C1F8H9.8nw@world.std.com>
- Sender: news@airgun.wg.waii.com
- Reply-To: hart@de01.denver.waii.com
- Organization: Western Geophysical
- Lines: 35
- Nntp-Posting-Host: de01.denver.waii.com
-
- In article <C1F8H9.8nw@world.std.com>, jbk@world.std.com (Jeffrey B Kane) writes:
- |>
- |> I was wondering if anyone could point me to some example code and/or references
- |> for different penalty functions to be used in optimization problems. Although
- |> a number of sources make somewhat vague references to these functions
- |> (Goldberg, Davis, and others in their books) I wanted some concrete examples
- |> that I could look at.
- |>
- |> Thanks,
- |> Jeffrey
- |>
- |>
- |> ======================================
- |> Jeffrey Kane, MD
- |> Kane Biomedical Systems
- |> Boston, MA
- |>
- |> Internet jbk@world.std.com
- |> Compuserve 74206,640
- |> AppleLink D0738
- |>
- |> [Don't take life too seriously... it's not like anyone gets out of it alive.]
-
- Multiplier methods, for constrained optimization problems, generally
- exceed the performance of penalty function methods. The reference:
- R.A. Tapia, "Diagonalized Multiplier Methods and Quasi-Newton Methods for
- Constrainded Optimization", Journal of Optimization Theory and Applications,
- Vol. 22., No.2, June 1977, p. 135-194., is where I got started with these
- methods. Two papers on Penalty Function methods are in the reference section
- of this paper. They should point you to some examples of penalty functions.
-
- Doug Hart
- hart@de01.denver.waii.com
-
-
-