Penalty Method Optimization Calculator

Analyze constrained minima with bounds, penalties, steps, and refinements. Review iteration metrics with concise summaries. Build intuition with feasible checks, gradients, and exports included.

Objective Function Coefficients

The objective uses f(x,y) = ax² + by² + cxy + dx + ey + f₀.


Variable Bounds

Constraint 1

Constraint 2

Constraint 3

Penalty Method Settings
Reset Form

Example Data Table

This example minimizes x² + y² - 6x - 4y under three constraints.

Item Value Meaning
Objective coefficients x²=1, y²=1, xy=0, x=-6, y=-4, c=0 Creates a convex bowl with an unconstrained minimum near (3,2).
Constraint 1 x + y - 5 ≤ 0 Keeps the solution on or below the line x+y=5.
Constraint 2 x ≥ 0 Prevents negative x values.
Constraint 3 y ≥ 0 Prevents negative y values.
Bounds x:[0,6], y:[0,6] Restricts the search region.
Penalty settings Start=2, Multiplier=4, Outer=6, Step=0.25 Raises punishment for violations each outer iteration.
Expected optimum Approximately (3,2) The boundary point satisfies x+y=5 and minimizes the objective.

Formula Used

Objective model: f(x,y) = ax² + by² + cxy + dx + ey + f₀

Constraint model: each constraint uses g(x,y) = px² + qy² + rxy + sx + ty + u

Inequality penalty: for g(x,y) ≤ 0, violation is max(0, g)

Reverse inequality penalty: for g(x,y) ≥ 0, violation is max(0, -g)

Equality penalty: for g(x,y) = 0, violation is |g|

Penalty function: Φ(x,y) = f(x,y) + r Σ(violation²)

Search method: the calculator performs a bounded grid scan, then refines the best point with a local pattern search.

Iteration logic: after each outer iteration, the penalty weight grows by the selected multiplier, pushing the solution toward feasibility.

How to Use This Calculator

  1. Enter the six objective coefficients for your quadratic function.
  2. Set lower and upper bounds for x and y.
  3. Activate up to three constraints and choose each relation type.
  4. Enter the polynomial coefficients for every active constraint.
  5. Choose the grid step, minimum step, and penalty settings.
  6. Click Optimize Now to compute the penalized optimum.
  7. Review the result card, feasibility status, and iteration history.
  8. Use the CSV or PDF buttons to export the final report.

FAQs

1) What does this calculator optimize?

It minimizes a two-variable quadratic objective under polynomial constraints. The solver converts violations into penalty terms and searches numerically inside your chosen bounds.

2) Why are penalty methods useful?

They turn constrained problems into easier unconstrained ones. By increasing penalty weights, infeasible points become less attractive, so the search drifts toward valid solutions.

3) Can I solve equality constraints here?

Yes. Set the relation to equality. The calculator penalizes the absolute constraint value, which encourages the final point to land very close to zero.

4) Why does the grid step matter?

A smaller step can improve accuracy, but it also increases computation. The calculator may enlarge the step automatically if the search grid becomes excessively large.

5) What indicates a feasible answer?

Check the maximum violation and the feasibility status. If the maximum violation is below your tolerance, the result is treated as feasible within that numerical threshold.

6) Why is the gradient shown?

It estimates how flat the penalized surface is near the reported point. Smaller values usually suggest the algorithm reached a stronger stationary location.

7) Can this replace a symbolic optimizer?

No. It is a numerical search tool. It is useful for exploration, diagnostics, and bounded optimization, but it does not return symbolic proofs.

8) Which inputs work best?

Well-scaled coefficients, realistic bounds, and sensible step sizes usually produce clearer results. Start with moderate penalties, then increase them if feasibility remains weak.

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Important Note: All the Calculators listed in this site are for educational purpose only and we do not guarentee the accuracy of results. Please do consult with other sources as well.