Numerical Comparison of Augmented Lagrangian Algorithms for Nonconvex Problems
نویسندگان
چکیده
منابع مشابه
Numerical Comparison of Augmented Lagrangian Algorithms for Nonconvex Problems
Augmented Lagrangian algorithms are very popular tools for solving nonlinear programming problems. At each outer iteration of these methods a simpler optimization problem is solved, for which efficient algorithms can be used, especially when the problems are large. The most famous Augmented Lagrangian algorithm for minimization with inequality constraints is known as Powell-Hestenes-Rockafellar...
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Adaptive augmented Lagrangian methods: algorithms and practical numerical experience Frank E. Curtis, Nicholas I.M. Gould, Hao Jiang & Daniel P. Robinson a Department of Industrial and Systems Engineering, Lehigh University, Bethlehem, PA, USA b STFC-Rutherford Appleton Laboratory, Numerical Analysis Group, R18, Chilton, OX11 0QX, UK c Department of Applied Mathematics and Statistics, Johns Hop...
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ژورنال
عنوان ژورنال: Computational Optimization and Applications
سال: 2005
ISSN: 0926-6003,1573-2894
DOI: 10.1007/s10589-005-1066-7