KSOPT - An Indirect Method for Numerical Optimization using the Kreisselmeier-Steinhauser Function - Version 3.1

About this technology

Overview

This is a technique for converting a constrained optimization problem into an unconstrained problem. The technique transforms one or more objective functions into reduced objective functions analogous to goal constraints used in the goal programming method. The reduced objectivefunctions are appended to the set of constraints and an envelope of the entire function set is computed using the Kreisselmeier-Steinhauser function. This envelope function is then searched for an unconstrained minimum. The technique may be categorized as a SUMT algorithm. Version 3.1 is written in the FORTRAN 90/95 standard and improves upon the robustness of the code by preventing potential memory allocation errors.