We consider the local convergence properties of the class of augmented Lagrangian methods for solving nonlinear programming problems whose global convergence properties are analyzed by Conn et al. (1993a). In these methods, linear constraints are treated separately from more general constraints. These latter constraints are combined with the objective function in an augmented Lagrangian while t...

In this talk, we present a trust region method for solving equality constrained optimization problems, which is motivated by the famous augmented Lagrangian function. It is different from standard augmented Lagrangian methods where the augmented Lagrangian function is minimized at each iteration. This method, for fixed Lagrange multiplier and penalty parameters, tries to minimize an approximate...

The numerical simulation of the interaction between a free surface flow and a moving obstacle is considered for the analysis of hydroplaning flows. A new augmented Lagrangian method, coupled to fictitious domains and penalty methods, is proposed for the simulation of multiphase flows. The augmented Lagrangian parameter is estimated by an automatic analysis of the discretization matrix resulting...

A globally and quadratically convergent primal–dual augmented Lagrangian algorithm for equality constrained optimization Paul Armand & Riadh Omheni To cite this article: Paul Armand & Riadh Omheni (2015): A globally and quadratically convergent primal–dual augmented Lagrangian algorithm for equality constrained optimization, Optimization Methods and Software, DOI: 10.1080/10556788.2015.1025401 ...