A new method for the optimization of a nonlinear function subject to nonlinear constraints

Authors:
  • PHP. C. Haarhoff
    P. C. Haarhoff
  • JBJ. D. Buys
    J. D. Buys
Open Access
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Abstract
A new method is presented for the optimization of a nonlinear function subject to nonlinear constraints. The required computational effort depends mainly on the total number of variable, and is comparable to that needed for unconstrained optimization. The method is thus very efficient, especially when dealing with functions of a large number of variables subject to relatively few constraints.