We present a numerical method for the minimization of constrained optimization problems where objective is augmented with large quadratic penalties inconsistent equality constraints. Such objectives arise from integral penalty methods direct transcription optimal control problems. The Lagrangian (ALM) has number advantages over (QPM). However, if constraints are inconsistent, then ALM might not...

Optimization methods that employ the classical Powell-Hestenes-Rockafellar Augmented Lagrangian are useful tools for solving Nonlinear Programming problems. Their reputation decreased in the last ten years due to the comparative success of Interior-Point Newtonian algorithms, which are asymptotically faster. In the present research a combination of both approaches is evaluated. The idea is to p...

In this paper, we present a solution to the constrained l1-norm minimization problem for sparse SAR imaging. The techniques rely on the recent advances in the solution of optimization problems, based on the Augmented Lagrangian Methods (ALMs), namely the Alternating Direction Method of Multipliers. Here, we present an application of CSALSA (an ALM for constrained optimization problems) to SAR i...

We discuss a partially augmented Lagrangian method for optimization programs with matrix inequality constraints. A global convergence result is obtained. Applications to hard problems in feedback control are presented to validate the method numerically.

This article describes a generalization of the PBM method by Ben-Tal and Zibulevsky to convex semidefinite programming problems. The algorithm used is a generalized version of the Augmented Lagrangian method. We present details of this algorithm as implemented in a new code PENNON. The code can also solve second-order conic programming (SOCP) problems, as well as problems with a mixture of SDP,...

1. Abstract This paper describes the development of an augmented Lagrangian optimization method for the numerical simulation of the inflation process in the design of inflated space structures. Although the Newton-Raphson scheme has proved to be efficient for solving many non linear problems, it can lead to lacks of convergence when it is applied to the simulation of the inflation process. As a...