Penalty method

The graph of a strictly concave quadratic function is shown in blue, with its unique maximum shown as a red dot. Below the graph appears the contours of the function: The level sets are nested ellipses.

Penalty methods are a certain class of algorithms for solving constrained optimization problems.

A penalty method replaces a constrained optimization problem by a series of unconstrained problems whose solutions ideally converge to the solution of the original constrained problem. The unconstrained problems are formed by adding a term, called a penalty function, to the objective function that consists of a penalty parameter multiplied by a measure of violation of the constraints. The measure of violation is nonzero when the constraints are violated and is zero in the region where constraints are not violated.

单词	Penalty method
释义	Penalty method 英语百科 Penalty method Penalty methods are a certain class of algorithms for solving constrained optimization problems. A penalty method replaces a constrained optimization problem by a series of unconstrained problems whose solutions ideally converge to the solution of the original constrained problem. The unconstrained problems are formed by adding a term, called a penalty function, to the objective function that consists of a penalty parameter multiplied by a measure of violation of the constraints. The measure of violation is nonzero when the constraints are violated and is zero in the region where constraints are not violated.
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