Computational Enhancements to the Method of Multipliers

[+] Author and Article Information
R. R. Root

IBM Corporation, Rochester, Minn.

K. M. Ragsdell

School of Mechanical Engineering, Purdue University, West Lafayette, Ind.

J. Mech. Des 102(3), 517-523 (Jul 01, 1980) (7 pages) doi:10.1115/1.3254778 History: Received June 07, 1979; Online November 17, 2009


Transformation or penalty function techniques have enjoyed wide popularity for the solution of nonlinear programming problems in recent years. Many methods have been proposed in this class, including the Method of Multipliers. In this paper we present two enhancements which may be used with any transformation technique. The first is a technique for direct handling of variable bounds, and the second is a problem scaling algorithm. Both techniques have been implemented in connection with a Method of Multipliers code, BIAS, and applied to 23 test problems. The numerical results indicate a significant increase in the robustness and overall efficiency of the transformation method employed.

Copyright © 1980 by ASME
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