Generalized Quadratic Augmented Lagrangian Methods with Nonmonotone Penalty Parameters
نویسندگان
چکیده
منابع مشابه
Generalized Quadratic Augmented Lagrangian Methods with Nonmonotone Penalty Parameters
For nonconvex optimization problem with both equality and inequality constraints, we introduce a new augmented Lagrangian function and propose the corresponding multiplier algorithm. New iterative strategy on penalty parameter is presented. Different global convergence properties are established depending on whether the penalty parameter is bounded. Even if the iterative sequence {xk} is diverg...
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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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Since the late 1990s, the interest in augmented Lagrangian methods has been revived, and several models with smooth penalty functions for programs with inequality constraints have been proposed, tested and used in a variety of applications. Global convergence results for some of these methods have been published. Here we present a local convergence analysis for a large class of smooth augmented...
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Infeasible-Interior-Point methods shown in previous homeworks are well behaved when the number of constraints are small and the dimension of the energy function domain is also small. This fact is easily seen, since each iteration of such methods requires of solving a linear equation system whose size depends precisely on the number of constraints and the dimension of the search space. In additi...
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ژورنال
عنوان ژورنال: Journal of Applied Mathematics
سال: 2012
ISSN: 1110-757X,1687-0042
DOI: 10.1155/2012/181629