Practical Augmented Lagrangian Methods for Constrained Optimization - Ernesto G Birgin

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Résumé :
Focuses on Augmented Lagrangian techniques for solving practical constrained optimization problems. The authors rigorously delineate mathematical convergence theory based on sequential optimality conditions and novel constraint qualifications....

Biographie:
Ernesto Birgin is a professor in the Department of Computer Science at the Institute of Mathematics and Statistics of the University of S?o Paulo. He is a member of the editorial boards of the Journal of Global Optimization, Computational and Applied Mathematics, the Bulletin of Computational Applied Mathematics, Pesquisa Operacional, and Trends in Applied and Computational Mathematics. He has published over 50 papers on computational optimization and applications.

Sommaire:

• Chapter 1: Introduction
• Chapter 2: Practical Motivations
• Chapter 3: Optimality Conditions
• Chapter 4: Model Augmented Lagrangian Algorithm
• Chapter 5: Global Minimization Approach
• Chapter 6: General Affordable Algorithms
• Chapter 7: Boundedness of the Penalty Parameters
• Chapter 8: Solving Unconstrained Subproblems
• Chapter 9: Solving Constrained Subproblems
• Chapter 10: First Approach to Algencan
• Chapter 11: Adequate Choice of Subroutines
• Chapter 12: Making a Good Choice of Algorithmic Options and Parameters
• Chapter 13: Practical Examples
• Chapter 14: Final Remarks
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