Practical augmented lagrangian methods for constrained optimization
by Birgin, E. G., (Ernesto G.)
This book 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; orient the book to practitioners by giving priority to results that provide insight on the practical behavior of algorithms and by providing geometrical and algorithmic interpretations of every mathematical result; and fully describe a freely a…
Read More ↓Title Statements
- Full title :Practical augmented lagrangian methods for constrained optimization / E.G. Birgin, J.M. Martínez.
Summary
This book 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; orient the book to practitioners by giving priority to results that provide insight on the practical behavior of algorithms and by providing geometrical and algorithmic interpretations of every mathematical result; and fully describe a freely available computational package for constrained optimization and illustrate its usefulness with applications.
Read More ↓Edition Statements
- Publication Date:©2014
Publication Statements
- Publisher(s):SIAM, Society for Industrial and Applied Mathematics
- Place of Publication:Philadelphia
- Language:eng
- Publication Date:©2014
The Physical Object
- Description:1 online resource (xiii, 220 pages) : : illustrations, color maps
Edition Identifiers
- ISBN:9781611973365, 1611973368
- oclc:ocn871171824
- LC Classification:QA323
- Dewey Decimal:519.6
Table of Contents
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.
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