Abstract We investigate finite-dimensional constrained structured optimization problems, featuring composite objective functions and set-membership constraints. Offering an expressive yet simple language, this problem class provides a modeling framework for variety of applications. study stationarity regularity concepts, propose flexible augmented Lagrangian scheme. provide theoretical characte...

Effective constrained optimization algorithms have been proposed for engineering problems recently. It is common to consider constraint violation and algorithm as two separate parts. In this study, a pbest selection mechanism integrate the current mutation strategy in problems. Based on improved method, an adaptive differential evolution approach proposed, which helps population jump out of inf...

We consider numerical identification of the piecewise constant permeability function in a nonlinear parabolic equation, with the augmented Lagrangian method. By studying this problem, we aim at also gaining some insight into the potential ability of the augmented Lagrangian method to handle permeability estimation within the full two-phase porous-media flow setting. The identification is formul...

We give a pattern search method for nonlinearly constrained optimization that is an adaption of a bound constrained augmented Lagrangian method first proposed by Conn, Gould, and Toint [SIAM J. Numer. Anal., 28 (1991), pp. 545–572]. In the pattern search adaptation, we solve the bound constrained subproblem approximately using a pattern search method. The stopping criterion proposed by Conn, Go...

We consider solving nonlinear programming problems using an augmented Lagrangian method that makes use of derivative-free generating set search to solve the subproblems. Our approach is based on the augmented Lagrangian framework of Andreani, Birgin, Mart́ınez, and Schuverdt which allows one to partition the set of constraints so that one subset can be left explicit, and thus treated directly wh...

We present a new fast vector penalty-projection method (VPPε ), issued from noticeable improvements of previous works [7, 3, 4], to efficiently compute the solution of unsteady Navier-Stokes/Brinkman problems governing incompressible multiphase viscous flows. The method is also efficient to solve anisotropic Darcy problems. The key idea of the method is to compute at each time step an accurate ...

We consider maximizing a monotone submodular function under cardinality constraint or knapsack in the streaming setting. In particular, elements arrive sequentially and at any point of time, algorithm has access to only small fraction data stored primary memory. propose following algorithms taking O(ε− 1) passes: (1) (1 − e− 1 ε)-approximation for cardinality-constrained problem, (2) (0.5 knaps...

In this paper, a bi-objective mixed-integer linear optimization model for Closed-loop Supply Chain Network Design Problem (CLSCND) is developed. The proposed model includes both the forward and reverse directions and includes different types of facilities, namely, manufacturing/remanufacturing centers, warehouses, and disassembly centers. The first objective function tried to minimize the total...

We introduce augmented Lagrangian methods for solving finite dimensional variational inequality problems whose feasible sets are defined by convex inequalities, generalizing the proximal augmented Lagrangian method for constrained optimization. At each iteration, primal variables are updated by solving an unconstrained variational inequality problem, and then dual variables are updated through ...