| Article ID: | iaor1996297 |
| Country: | India |
| Volume: | 11 |
| Issue: | 1 |
| Start Page Number: | 53 |
| End Page Number: | 62 |
| Publication Date: | Jan 1995 |
| Journal: | International Journal of Management and Systems |
| Authors: | Kumar Sampath V.S., Manjamuthu R. |
| Keywords: | programming: nonlinear |
It may be observed that constraints can affect very significantly the optimization of an objective function in any programming problem. The purpose of this paper is to consider the optimization of non-linear programming problems by relaxing the constraints. The authors assume that, the constraints can be relaxed at the cost of some penalty functions which are added to the objective function. Using the projected gradient method they optimize the modified objective function of the non-linear programming problem and show the effectiveness of the relaxation of the constraints. The authors have given a numerical example to illustrate this.