Complexity and performance of an Augmented Lagrangian algorithm

Algencan is a well established safeguarded Augmented Lagrangian algorithm introduced in [R. Andreani, E. G. Birgin, J. M. Martínez, and M. L. Schuverdt, On Augmented Lagrangian methods with general lower-level constraints, SIAM J. Optim. 18 (2008), pp. 1286-1309]. Complexity results that report its...

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Bibliographic Details

Published in:	Optimization methods & software Vol. 35; no. 5; pp. 885 - 920
Main Authors:	Birgin, E. G., Martínez, J. M.
Format:	Journal Article
Language:	English
Published:	Abingdon Taylor & Francis 02.09.2020 Taylor & Francis Ltd
Subjects:	Algorithms Augmented Lagrangian methods Complexity Constraints Nonlinear programming numerical experiments Optimization
ISSN:	1055-6788, 1029-4937
Online Access:	Get full text
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