SWIFT - A new constrained optimization technique (Sequential Weight Increasing Factor Technique for nonlinear programming)

Abstract

A new technique for constrained optimization called SWIFT (Sequential Weight Increasing Factor Technique) is presented and compared with some test problems available in the literature. This procedure uses an improved flexible polyhedron method as the basic algorithm for unconstrained optimization. SWIFT significantly differs from existing constrained optimization techniques in the way it penalizes the objective function. This has brought about extreme simplification, elegance and fast convergence to the problem of constrained optimization

    Similar works