A globally convergent augmented Lagrangian pattern search algorithm for optimization with general constraints and simple bounds

SIAM Journal on Optimization

Volumn 12, Issue 4, 2002, Pages 1075-1089

  Lewis, Robert Michael ^a   Torczon, Virginia ^a  

^a Dept of Economics and Thomas Jefferson Program in Public Policy at the College of William and Mary   (United States)

Author keywords

Augmented Lagrangian; Constrained optimization; Direct search; Nonlinear programming; Pattern search

Indexed keywords

EID: 0036436111     PISSN: 10526234     EISSN: None     Source Type: Journal    
DOI: 10.1137/S1052623498339727     Document Type: Article

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