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Comparison between Penalty Method and Barrier Method
for Constrained Optimization
Nur Affikah Binti Zulkifli Jusbron
Supervisor: Dr. Nur Fadhilah Binti Ibrahim
Bachelor of Science (Computational Mathematics)
School of Informatics and Applied Mathematics
Constrained optimization is one of complicated parts in optimization which is defined by
the process of optimizing an objective function with the presence of constraints. In order
to solve the problem of constrained optimization, we transformed the constrained
optimization into the unconstrained optimization form. There are several methods to solve
the constrained optimization but we only consider two methods which are Penalty and
Barrier method. As for Penalty method, we solve the method on infeasible region while
Barrier method is solving in feasible region. From this result, we get to compare the
number of iterations and the accuracy of optimal solution for both method.
973 | UMT UNDERGRADUATE RESEARCH DAY 2018