We consider the global and local convergence properties of a class of augmented Lagrangian methods for solving nonlinear programming problems. In these methods, linear …
This book is about the Augmented Lagrangian method, a popular technique for solving constrained optimization problems. It is mainly dedicated to engineers, chemists, physicists …
Some important methods for constrained optimization replace the original problem by a sequence of subproblems in which the constraints are represented by terms added to the …
AF Izmailov, MV Solodov, EI Uskov - SIAM Journal on Optimization, 2012 - SIAM
We consider global convergence properties of the augmented Lagrangian methods on problems with degenerate constraints, with a special emphasis on mathematical programs …
EG Birgin, JM Martínez - Computational Optimization and Applications, 2012 - Springer
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 …
The global and local convergence properties of a class of augmented Lagrangian methods for solving nonlinear programming problems are considered. In such methods, simple …
RA Polyak - Annals of operations Research, 2001 - Springer
In this paper we introduced and analyzed the Log-Sigmoid (LS) multipliers method for constrained optimization. The LS method is to the recently developed smoothing technique …
The optimization literature is vast in papers dealing with improvements on the global convergence of augmented Lagrangian schemes. Usually, the results are based on weak …
The augmented Lagrangian method (ALM) is extended to a broader-than-ever setting of generalized nonlinear programming in convex and nonconvex optimization that is capable …