A truncated Newton method in an augmented Lagrangian framework for nonlinear programming

In this paper we propose a primal-dual algorithm for the solution of general nonlinear programming problems. The core of the method is a local algorithm which relies on a truncated procedure for the computation of a search direction, and is thus suitable for large scale problems. The truncated direc...

Ausführliche Beschreibung

Gespeichert in:

Bibliographische Detailangaben
Veröffentlicht in:	Computational optimization and applications Jg. 45; H. 2; S. 311 - 352
Hauptverfasser:	Di Pillo, Gianni, Liuzzi, Giampaolo, Lucidi, Stefano, Palagi, Laura
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	Boston Springer US 01.03.2010 Springer Nature B.V
Schlagworte:	Algorithms Convex and Discrete Geometry Globalization Lagrange multiplier Management Science Mathematics Mathematics and Statistics Nonlinear programming Operations Research Operations Research/Decision Theory Optimization Optimization techniques Statistics Studies Large scale optimization Exact augmented Lagrangian functions Truncated Newton-type algorithms Nonlinear programming algorithms Constrained optimization
ISSN:	0926-6003, 1573-2894
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!

Schreiben Sie den ersten Kommentar!