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penalty-method

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keywords: nonlinear optimization, pattern search, augmented lagrangian, karush-kuhn-tucker, constrained optimization, conjugate gradient methods, quasi newton methods, line search descent methods, onedimensional and multidimensional optimazation

  • Updated Jan 21, 2024
  • Python

Constrained non-convex optimization under a hard evaluation budget (Stanford AA222): a five-stage hybrid of penalty-method projected gradient, Sobol quasi-random sampling, and constraint-gradient nudging that returns feasible points on 499+ of 500 random starts, including a 10D problem with 8 constraints

  • Updated Aug 27, 2026
  • Python

This repository contains a collection of MATLAB scripts that implement some of the classical optimization methods for constrained optimization models: Penalty and Barrier methods, linear and non-linear Zoutendijk and also the Gradient Projection Method of Rosen (GPMR).

  • Updated Aug 1, 2025
  • MATLAB

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