Portal de Periódicos da CAPES

An algorithm for optimization problems with functional inequality constraints

1976; Institute of Electrical and Electronics Engineers; Volume: 21; Issue: 2 Linguagem: Inglês

10.1109/tac.1976.1101196

2334-3303

E. Polak, D.Q. Mayne,

Probabilistic and Robust Engineering Design

This paper presents an algorithm for minimizing an objective function subject to conventional inequality constraints as well as to inequality constraints of the functional type: \max_{\omega \in \Omega} \phi(z,\omega) \leq 0 , where Ω is a closed interval in R , and z \in R^{n} is the parameter vector to be optimized. The algorithm is motivated by a standard earthquake engineering problem and the problem of designing linear multivariable systems. The stability condition (Nyquist criterion) and disturbance suppression condition for such systems are easily expressed as a functional inequality constraint.