An Augmented Lagrangian Algorithm for Solving Semiinfinite Programming

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

An Augmented Lagrangian Algorithm for Solving Semiinfinite Programming

We present a smooth augmented Lagrangian algorithm for semiinfinite programming SIP . For this algorithm, we establish a perturbation theorem under mild conditions. As a corollary of the perturbation theorem, we obtain the global convergence result, that is, any accumulation point of the sequence generated by the algorithm is the solution of SIP.We get this global convergence result without any...

متن کامل

An augmented Lagrangian SQP method for solving some special class of nonlinear semi–definite programming problems

In this paper, we consider a special class of nonlinear semi-definite programming problems that represents the fixed orderH 2/H∞ synthesis problem. An augmented Lagrangian sequential quadratic programming method combined with a trust region globalization strategy is described, taking advantage of the problem structure and using inexact computations. Some numerical examples that illustrate the p...

متن کامل

Global linear convergence of an augmented Lagrangian algorithm for solving convex quadratic optimization problems

We consider an augmented Lagrangian algorithm for minimizing a convex quadratic function subject to linear inequality constraints. Linear optimization is an important particular instance of this problem. We show that, provided the augmentation parameter is large enough, the constraint value converges globally linearly to zero. This property is viewed as a consequence of the proximal interpretat...

متن کامل

An augmented Lagrangian affine scaling method for nonlinear programming

In this paper, we propose an Augmented Lagrangian Affine Scaling (ALAS) algorithm for general nonlinear programming, for which a quadratic approximation to the augmented Lagrangian is minimized at each iteration. Different from the classical sequential quadratic programming (SQP), the linearization of nonlinear constraints is put into the penalty term of this quadratic approximation, which resu...

متن کامل

An Augmented Lagrangian Method for Non-Lipschitz Nonconvex Programming

We consider a class of constrained optimization problems where the objective function is a sum of a smooth function and a nonconvex non-Lipschitz function. Many problems in sparse portfolio selection, edge preserving image restoration and signal processing can be modelled in this form. First we propose the concept of the Karush-Kuhn-Tucker (KKT) stationary condition for the non-Lipschitz proble...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Journal of Applied Mathematics

سال: 2012

ISSN: 1110-757X,1687-0042

DOI: 10.1155/2012/145083