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...

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Vydané v:	Computational optimization and applications Ročník 45; číslo 2; s. 311 - 352
Hlavní autori:	Di Pillo, Gianni, Liuzzi, Giampaolo, Lucidi, Stefano, Palagi, Laura
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Boston Springer US 01.03.2010 Springer Nature B.V
Predmet:	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
On-line prístup:	Získať plný text
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