MATLAB: Use penalty function for constraint optimization

alotthanks

i have problem that consist nonlinear programming problem with 70 equlity constraint with and 15 variables. i would convert this problem to unconstrainted optimization with penalty function, max f(x) st: h(x)=0 for j=1 to 70; penalty function=f(x)+lambda(h1(x)^2+h2(x)^2+h3(x)^3 …. h70(x)^2)

that lambda positive penalty constant for example 2 is this convert is true?

Best Answer

plese answer my befor question about use penalty function

thanks alot

Related Solutions

MATLAB: GA calculates wrong penalty

To answer your second question first, if you set a problem structure as documented then you can call ga by

[x,fval] = ga(problem)

For your first question, you can see the description of the penalty function in Integer ga algorithm. What I was trying to say is that your initial point might be infeasible, and then the penalty function is higher than the fitness function.

For the documentation on passing extra parameters, see Passing Extra Parameters.

Good luck,

Alan Weiss

MATLAB mathematical toolbox documentation

MATLAB: Ga integer and nonlinear constraints – penalty value meaning

As you can infer from the defintion here, the penalty might not really kick in until at least one individual is feasible. After that, infeasible individuals are penalized by the maximum fitness function of feasible individuals. Before any individual is feasible, the penalty is the constraint violation, and the constraint violation might not be appreciable compared to the fitness function value.