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

• Nocedal, Jorge (1999). Numerical Optimization. New York, NY: Springer. ISBN 0-387-98793-2. {{cite book}}: Unknown parameter |coauthors= ignored (|author= suggested) (help)