Augmented Lagrangian method with nonmonotone penalty parameters for constrained optimization
نویسندگان
چکیده
منابع مشابه
Augmented Lagrangian method with nonmonotone penalty parameters for constrained optimization
At each outer iteration of standard Augmented Lagrangian methods one tries to solve a box-constrained optimization problem with some prescribed tolerance. In the continuous world, using exact arithmetic, this subproblem is always solvable. Therefore, the possibility of finishing the subproblem resolution without satisfying the theoretical stopping conditions is not contemplated in usual converg...
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ژورنال
عنوان ژورنال: Computational Optimization and Applications
سال: 2011
ISSN: 0926-6003,1573-2894
DOI: 10.1007/s10589-011-9396-0