A novel augmented Lagrangian method of multipliers for optimization with general inequality constraints

Updating Multipliers Corresponding to Inequality Constraints in an Augmented Lagrangian Multipliers Method

Partially Augmented Lagrangian Method for Matrix Inequality Constraints

We discuss a partially augmented Lagrangian method for optimization programs with matrix inequality constraints. A global convergence result is obtained. Applications to hard problems in feedback control are presented to validate the method numerically.

A Globally Convergent Augmented Lagrangian Pattern Search Algorithm for Optimization with General Constraints and Simple Bounds

We give a pattern search method for nonlinearly constrained optimization that is an adaption of a bound constrained augmented Lagrangian method first proposed by Conn, Gould, and Toint [SIAM J. Numer. Anal., 28 (1991), pp. 545–572]. In the pattern search adaptation, we solve the bound constrained subproblem approximately using a pattern search method. The stopping criterion proposed by Conn, Go...

A globally convergent Lagrangian barrier algorithm for optimization with general inequality constraints and simple bounds

We consider the global and local convergence properties of a class of Lagrangian barrier methods for solving nonlinear programming problems. In such methods, simple bound constraints may be treated separately from more general constraints. The objective and general constraint functions are combined in a Lagrangian barrier function. A sequence of such functions are approximately minimized within...

A Globally Convergent Lagrangian Barrier Algorithm for Optimization with General Inequality Constraints

We consider the global and local convergence properties of a class of Lagrangian barrier methods for solving nonlinear programming problems. In such methods, simple bound constraints may be treated separately from more general constraints. The objective and general constraint functions are combined in a Lagrangian barrier function. A sequence of Lagrangian barrier functions are approximately mi...