A parallelizable augmented Lagrangian method applied to large-scale non-convex-constrained optimization problems
نویسندگان
چکیده
منابع مشابه
A parallelizable augmented Lagrangian method applied to large-scale non-convex-constrained optimization problems
We contribute improvements to a Lagrangian dual solution approach applied to large-scale optimization problems whose objective functions are convex, continuously differentiable and possibly nonlinear, while the nonrelaxed constraint set is compact but not necessarily convex. Such problems arise, for example, in the split-variable deterministic reformulation of stochastic mixed-integer optimizat...
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ژورنال
عنوان ژورنال: Mathematical Programming
سال: 2018
ISSN: 0025-5610,1436-4646
DOI: 10.1007/s10107-018-1253-9