Barrier function

Barrier function

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.

References

*cite book|title = Numerical Optimization | first=Jorge| last = Nocedal | coauthors= and Stephen Wright| year=1999 | publisher=Springer | location=New York, NY| id=ISBN 0-387-98793-2


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