Ernesto G Birgin, José Mario Martinez

Practical Augmented Lagrangian Methods for Constrained Optimization

• Broschiertes Buch

Produktbeschreibung

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.

---

Hinweis: Dieser Artikel kann nur an eine deutsche Lieferadresse ausgeliefert werden.

Produktdetails

• Verlag: Mathematical Association of America (MAA)
• Seitenzahl: 230
• Erscheinungstermin: 19. Juni 2014
• Englisch
• Abmessung: 247mm x 174mm x 11mm
• Gewicht: 422g
• ISBN-13: 9781611973358
• ISBN-10: 161197335X
• Artikelnr.: 42385350

Autorenporträt

Ernesto Birgin is a professor in the Department of Computer Science at the Institute of Mathematics and Statistics of the University of São 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.

Inhaltsangabe

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