Augmented Lagrangians with possible infeasibility and finite termination for global nonlinear programming
نویسندگان
چکیده
منابع مشابه
Augmented Lagrangians with possible infeasibility and finite termination for global nonlinear programming
In a recent paper, Birgin, Floudas and Mart́ınez introduced an augmented Lagrangian method for global optimization. In their approach, augmented Lagrangian subproblems are solved using the αBB method and convergence to global minimizers was obtained assuming feasibility of the original problem. In the present research, the algorithm mentioned above will be improved in several crucial aspects. On...
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In a recent paper, Birgin, Floudas and Mart́ınez introduced an augmented Lagrangian method for global optimization. In their approach, augmented Lagrangian subproblems are solved using the αBB method and convergence to global minimizers was obtained assuming feasibility of the original problem. In the present research, the algorithm mentioned above will be improved in several crucial aspects. On...
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Nonlinear programming algorithms using trust regions and augmented Lagrangians with nonmonotone penalty parameters
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We consider the class of semi-infinite programming problems which became in recent years a powerful tool for the mathematical modelling of many real-life problems. In this paper, we study an augmented Lagrangian approach to semi-infinite problems and present necessary and sufficient conditions for the existence of corresponding augmented Lagrange multipliers. Furthermore, we discuss two particu...
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ژورنال
عنوان ژورنال: Journal of Global Optimization
سال: 2013
ISSN: 0925-5001,1573-2916
DOI: 10.1007/s10898-013-0039-0