← Return to ECE 490

Penalty and barrier methods

Compare the constrained problem with a quadratic penalty and a logarithmic barrier. The slice is taken along x = y = t, the line containing all three maximizers.

Method
Objective
Regularization parameter μ
Surface plot
constraint: x² + y² = 1
Diagonal slice
x = y = t
Displayed maximizer
Constraint value x² + y²
Actual constrained optimum
(1/√2, 1/√2), value √2