Barrier function
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In constrained optimization, a field of mathematics, a barrier function is a continuous function whose value on a point increases to infinity as the point approaches the boundary of the feasible region (Nocedal and Wright 1999). It is used as a penalizing term for violations of constraints. The two most common types of barrier functions are inverse barrier functions and logarithmic barrier functions.
[edit] References
- Nocedal, Jorge, and Stephen Wright (1999). Numerical Optimization. New York, NY: Springer. ISBN 0-387-98793-2.
