A penalty function approach for solving inequality constrained optimization problems

TLDR: In this paper, a computational approach based on an exterior penalty function MPQI method is given for solving a class of continuous inequality constrained optimization problems, and the essential steps of the partial quadratic interpolation technique and its modified are given.

Abstract: I n this paper, a computational approach based on an exterior penalty function MPQI method is given for solving a class of continuous inequality constrained optimization problems. The essential steps of the partial quadratic interpolation technique and its modified are given. The numerical algorithm and the flowchart of the penalty function method combined with the Modified Partial Quadratic Interpolation Technique are given. For illustration, three examples are solved using the proposed method. From the solutions obtained, we observe that the values of their object functions are amongst the smallest when compared with those obtained by other existing methods available in the literature. More importantly, our method finds solution which satisfies the continuous inequality constraints.