Global minimization using an Augmented Lagrangian method with variable lower-level constraints
نویسندگان
چکیده
منابع مشابه
Global minimization using an Augmented Lagrangian method with variable lower-level constraints
A novel global optimization method based on an Augmented Lagrangian framework is introduced for continuous constrained nonlinear optimization problems. At each outer iteration k the method requires the εk-global minimization of the Augmented Lagrangian with simple constraints, where εk → ε. Global convergence to an ε-global minimizer of the original problem is proved. The subproblems are solved...
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ژورنال
عنوان ژورنال: Mathematical Programming
سال: 2009
ISSN: 0025-5610,1436-4646
DOI: 10.1007/s10107-009-0264-y