Augmented Lagrangians with possible infeasibility and finite termination for global nonlinear programming
Author
Abstract
Suggested Citation
DOI: 10.1007/s10898-013-0039-0
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Ernesto Birgin & J. Martínez, 2012. "Augmented Lagrangian method with nonmonotone penalty parameters for constrained optimization," Computational Optimization and Applications, Springer, vol. 51(3), pages 941-965, April.
- Ernesto G. Birgin & Emerson V. Castelani & André L. M. Martinez & J. M. Martínez, 2011. "Outer Trust-Region Method for Constrained Optimization," Journal of Optimization Theory and Applications, Springer, vol. 150(1), pages 142-155, July.
- Emerson Castelani & André Martinez & J. Martínez & B. Svaiter, 2010. "Addressing the greediness phenomenon in Nonlinear Programming by means of Proximal Augmented Lagrangians," Computational Optimization and Applications, Springer, vol. 46(2), pages 229-245, June.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Nélida Echebest & María Daniela Sánchez & María Laura Schuverdt, 2016. "Convergence Results of an Augmented Lagrangian Method Using the Exponential Penalty Function," Journal of Optimization Theory and Applications, Springer, vol. 168(1), pages 92-108, January.
- E. G. Birgin & J. M. Martínez, 2016. "On the application of an Augmented Lagrangian algorithm to some portfolio problems," EURO Journal on Computational Optimization, Springer;EURO - The Association of European Operational Research Societies, vol. 4(1), pages 79-92, February.
- Paul Armand & Ngoc Nguyen Tran, 2019. "An Augmented Lagrangian Method for Equality Constrained Optimization with Rapid Infeasibility Detection Capabilities," Journal of Optimization Theory and Applications, Springer, vol. 181(1), pages 197-215, April.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- E. G. Birgin & L. F. Bueno & J. M. Martínez, 2016. "Sequential equality-constrained optimization for nonlinear programming," Computational Optimization and Applications, Springer, vol. 65(3), pages 699-721, December.
- E. G. Birgin & G. Haeser & A. Ramos, 2018. "Augmented Lagrangians with constrained subproblems and convergence to second-order stationary points," Computational Optimization and Applications, Springer, vol. 69(1), pages 51-75, January.
- Jiao-fen Li & Wen Li & Ru Huang, 2016. "An efficient method for solving a matrix least squares problem over a matrix inequality constraint," Computational Optimization and Applications, Springer, vol. 63(2), pages 393-423, March.
- M. Fernanda P. Costa & Ana Maria A. C. Rocha & Edite M. G. P. Fernandes, 2018. "Filter-based DIRECT method for constrained global optimization," Journal of Global Optimization, Springer, vol. 71(3), pages 517-536, July.
- Ernesto G. Birgin & Emerson V. Castelani & André L. M. Martinez & J. M. Martínez, 2011. "Outer Trust-Region Method for Constrained Optimization," Journal of Optimization Theory and Applications, Springer, vol. 150(1), pages 142-155, July.
- Ana Rocha & M. Costa & Edite Fernandes, 2014. "A filter-based artificial fish swarm algorithm for constrained global optimization: theoretical and practical issues," Journal of Global Optimization, Springer, vol. 60(2), pages 239-263, October.
- Asghar Mahdavi & Mohammad Shiri, 2015. "An augmented Lagrangian ant colony based method for constrained optimization," Computational Optimization and Applications, Springer, vol. 60(1), pages 263-276, January.
- Sven Leyffer & Charlie Vanaret, 2020. "An augmented Lagrangian filter method," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 92(2), pages 343-376, October.
- Terry-Leigh Oliphant & M. Montaz Ali, 2018. "A trajectory-based method for mixed integer nonlinear programming problems," Journal of Global Optimization, Springer, vol. 70(3), pages 601-623, March.
- M. Montaz Ali & Terry-Leigh Oliphant, 2018. "A Trajectory-Based Method for Constrained Nonlinear Optimization Problems," Journal of Optimization Theory and Applications, Springer, vol. 177(2), pages 479-497, May.
More about this item
Keywords
Deterministic global optimization; Augmented Lagrangians; Nonlinear programming; Algorithms; Numerical experiments;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:jglopt:v:58:y:2014:i:2:p:207-242. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.