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Problem 523. Sequential Unconstrained Minimization (SUMT) using Exterior Penalty

Created by Robert Canfield

Write a function to find the values of a design variable vector, x, that minimizes a scalar objective function, f, given a function handle to f, a starting guess, x0, subject to inequality and equality constraints with function handles g<=0 and h=0, respectively. Use a quadratic exterior penalty for the sequential unconstrained minimization technique (SUMT) with an optional input vector of penalty parameter values that become increasingly larger.

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Solution Statistics

7 correct solutions 11 incorrect solutions
Last solution submitted on Nov 09, 2013