Practical augmented lagrangian methods for constrained optimization /
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| Autor Principal: | |
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| Otros Autores: | |
| Formato: | Libro |
| Idioma: | English |
| Publicado: |
Philadelphia :
SIAM, Society for Industrial and Applied Mathematics,
[2014]
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| Series: | Fundamentals of algorithms ;
FA10 |
| Materias: | |
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Tabla de Contenidos:
- Nomenclature
- Introduction
- Practical motivations
- Optimality conditions
- Model augmented lagrangian algorithm
- Global minimization approach
- General affordable algorithms
- Boundedness of the penalty parameters
- Solving unconstrained subproblems
- Solving constrained subproblems
- First approach to algencan
- Adequate choice of subroutines
- Making a good choice of algorithmic options and parameters
- Practical examples
- Final remarks.