PECULIARITIES OF Gcost
Closed form expression not available
Severely constrained objective function
Extremely difficult to specify feasible starting point
Penalty Function approach
- Objective Function = Gcost + Penalty
- Penalty = ivk iactk wk constrk
- k = number of constraints
- constrk = numerical value of kth constraint
- ivk = 1 if constrk > tolk , = 0 otherwise
- tolk = tolerance on target value for kth constraint
- iactk = 1 if kth constraint is active, = 0 otherwise
- wk = weight on the value of kth constraint