Resumo

CORREIA, Aldina; MATIAS, João  e  SERODIO, Carlos. Exact Penalty Methods for Nonlinear Optimization Problems. Inv. Op. [online]. 2008, vol.28, n.1, pp.17-30. ISSN 0874-5161.

In this work we present a classification of some of the existing Penalty Methods (denominated the Exact Penalty Methods) and describe some of its limitations and estimated. With these methods we can solve problems of optimization with continuous, discrete and mixing constrains, without requiring continuity, differentiability or convexity. The boarding consists of transforming the original problem, in a sequence of problems without constrains, derivate of the initial, making possible its resolution for the methods known for this type of problems. Thus, the Penalty Methods can be used as the first step for the resolution of constrained problems for methods typically used in by unconstrained problems. The work finishes discussing a new class of Penalty Methods, for nonlinear optimization, that adjust the penalty parameter dynamically.

Palavras-chave : Optimização não linear com restrições; Métodos de Penalidade; Métodos de Penalidade Exacta; Métodos de Penalidade Dinâmica.

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