Optimality properties of an Augmented Lagrangian method on infeasible problems
نویسندگان
چکیده
منابع مشابه
Optimality properties of an Augmented Lagrangian method
Sometimes, the feasible set of an optimization problem that one aims to solve using a Nonlinear Programming algorithm is empty. In this case, two characteristics of the algorithm are desirable. On the one hand, the algorithm should converge to a minimizer of some infeasibility measure. On the other hand, one may wish to find a point with minimal infeasibility for which some optimality condition...
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ژورنال
عنوان ژورنال: Computational Optimization and Applications
سال: 2014
ISSN: 0926-6003,1573-2894
DOI: 10.1007/s10589-014-9685-5