On convergence of exponential penalty for the multi-dimensional variational problems

Department of Mathematics and Computing, Indian Institute of Technology (Indian School of Mines), Dhanbad 826004, India

^* Corresponding author: ayushibaranwal06@gmail.com; ayushibaranwal.maths@gmail.com

Received: 30 January 2023
Accepted: 28 March 2023

Abstract

In this article, we describe a method to deal with a multi-dimensional variational problem with inequality constraints using an exponential penalty function. We formulate an unconstrained multi-dimensional variational problem and examine the relationships between the optimal solution to the considered multi-dimensional variational problem and the sequence of minimizers of the unconstrained multi-dimensional variational problem. The convergence of the proposed exponential penalty approach is also investigated, which shows that a convergent subsequence of the sequence of minimizers of the unconstrained multi-dimensional variational problem approaches an optimal solution to the multi-dimensional variational problem. Further, an illustrative application (to minimize a manufacturing cost functional of a production firm) is also presented to confirm the effectiveness of the proposed outcomes.