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Nonlinear Constrained Optimization Using Penalty Functions

M. Asghar Bhatti
Organization: The University of Iowa
Department: Department of Civil and Environmental Engineering

1999 Mathematica Developer Conference
Conference location

Champaign, IL

Constrained optimization problems arise naturally in many different disciplines. A structural engineer designing a multistory building must choose materials and proportions for different structural components to create a safe structure that is as economical as possible. A portfolio manager for a large mutual fund company must choose investments that generate the largest possible rate of return for its investors while keeping the risk of major losses to acceptably low levels. A plant manager in a manufacturing facility must schedule the plant operations such that the plant produces products that maximize the company's revenues while staying within the available resource limitations. All of these situations can be formulated in terms of a constrained optimization problem.

*Applied Mathematics > Optimization

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