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Practical augmented lagrangian methods for constrained optimization

Author: E G Birgin; J M Martínez
Publisher: Philadelphia : SIAM, Society for Industrial and Applied Mathematics, [2014] ©2014
Series: Fundamentals of algorithms, FA10.
Edition/Format:   Print book : EnglishView all editions and formats
Database:WorldCat
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Document Type: Book
All Authors / Contributors: E G Birgin; J M Martínez
ISBN: 9781611973358 161197335X
OCLC Number: 865297721
Description: xiii, 220 pages : illustrations, color maps ; 26 cm.
Contents: Nomenclature --
Introduction --
Practical motivations --
Optimality conditions --
Model augmented lagrangian algorithm --
Global minimization approach --
General affordable algorithms --
Boundedness of the penalty parameters --
Solving unconstrained subproblems --
Solving constrained subproblems --
First approach to algencan --
Adequate choice of subroutines --
Making a good choice of algorithmic options and parameters --
Practical examples --
Final remarks.
Series Title: Fundamentals of algorithms, FA10.
Responsibility: E.G. Birgin, University of São Paulo, São Paulo, SP, Brazil, J.M. Martínez, State University of Campinas, Campinas, SP, Brazil.

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