A primal-dual augmented Lagrangian

Nonlinearly constrained optimization problems can be solved by minimizing a sequence of simpler unconstrained or linearly constrained subproblems. In this paper, we consider the formulation of subproblems in which the objective function is a generalization of the Hestenes-Powell augmented Lagrangian...

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Vydáno v:	Computational optimization and applications Ročník 51; číslo 1; s. 1 - 25
Hlavní autoři:	Gill, Philip E., Robinson, Daniel P.
Médium:	Journal Article
Jazyk:	angličtina
Vydáno:	Boston Springer US 01.01.2012 Springer Nature B.V
Témata:	Algorithms Availability Constraints Convex and Discrete Geometry Estimates Grants Lagrange multiplier Linear programming Management Science Mathematical analysis Mathematical models Mathematics Mathematics and Statistics Methods Nonlinear programming Operations Research Operations Research/Decision Theory Optimization Quadratic programming Software packages Stability Statistics Studies Bound constrained Lagrangian methods Linearly constrained Lagrangian methods Sequential quadratic programming Augmented Lagrangian methods Primal-dual methods Nonlinear programming Nonlinear constraints
ISSN:	0926-6003, 1573-2894
On-line přístup:	Získat plný text
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