An Augmented Penalization Algorithm for the Equality Constrained Minimization Problem
نویسندگان
چکیده
منابع مشابه
the algorithm for solving the inverse numerical range problem
برد عددی ماتریس مربعی a را با w(a) نشان داده و به این صورت تعریف می کنیم w(a)={x8ax:x ?s1} ، که در آن s1 گوی واحد است. در سال 2009، راسل کاردن مساله برد عددی معکوس را به این صورت مطرح کرده است : برای نقطه z?w(a)، بردار x?s1 را به گونه ای می یابیم که z=x*ax، در این پایان نامه ، الگوریتمی برای حل مساله برد عددی معکوس ارانه می دهیم.
15 صفحه اولStudy of a primal-dual algorithm for equality constrained minimization
The paper proposes a primal-dual algorithm for solving an equality constrained minimization problem. The algorithm is a Newton-like method applied to a sequence of perturbed optimality systems that follow naturally from the quadratic penalty approach. This work is first motivated by the fact that a primaldual formulation of the quadratic penalty provides a better framework than the standard pri...
متن کاملAn Energy-efficient Mathematical Model for the Resource-constrained Project Scheduling Problem: An Evolutionary Algorithm
In this paper, we propose an energy-efficient mathematical model for the resource-constrained project scheduling problem to optimize makespan and consumption of energy, simultaneously. In the proposed model, resources are speed-scaling machines. The problem is NP-hard in the strong sense. Therefore, a multi-objective fruit fly optimization algorithm (MOFOA) is developed. The MOFOA uses the VIKO...
متن کاملQuasi-Newton acceleration for equality-constrained minimization
Optimality (or KKT) systems arise as primal-dual stationarity conditions for constrained optimization problems. Under suitable constraint qualifications, local minimizers satisfy KKT equations but, unfortunately, many other stationary points (including, perhaps, maximizers) may solve these nonlinear systems too. For this reason, nonlinear-programming solvers make strong use of the minimization ...
متن کاملAn augmented Lagrangian trust region method for equality constrained optimization
In this talk, we present a trust region method for solving equality constrained optimization problems, which is motivated by the famous augmented Lagrangian function. It is different from standard augmented Lagrangian methods where the augmented Lagrangian function is minimized at each iteration. This method, for fixed Lagrange multiplier and penalty parameters, tries to minimize an approximate...
متن کاملذخیره 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: TEMA - Tendências em Matemática Aplicada e Computacional
سال: 2002
ISSN: 2179-8451,1677-1966
DOI: 10.5540/tema.2002.03.02.0171