Constrained optimization tool

摘要

A system for finding a solution to a constrained optimization problem is disclosed. The system uses a mathematical formulation describing the constrained optimization problem. A transformer builds a specific function using the mathematical formulation, variables; an objective function; at least one constraint; a class of transformation functions with a predefined set of properties; and Lagrange multipliers. The specific function may include a nonlinear resealing part; and an augmented Lagrangian part. An iterative solver uses the specific function, and Lagrange multipliers to generate a solution.