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...

Full description

Saved in:

Bibliographic Details
Published in:	Computational optimization and applications Vol. 45; no. 2; pp. 311 - 352
Main Authors:	Di Pillo, Gianni, Liuzzi, Giampaolo, Lucidi, Stefano, Palagi, Laura
Format:	Journal Article
Language:	English
Published:	Boston Springer US 01.03.2010 Springer Nature B.V
Subjects:	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 Access:	Get full text
Tags:	Add Tag No Tags, Be the first to tag this record!

Be the first to leave a comment!