Convergence properties of augmented Lagrangian methods for constrained global optimization

Optimization Methods and Software

Volumn 23, Issue 5, 2008, Pages 763-778

  Luo, Hezhi ^a   Sun, Xiaoling ^b   Wu, Huixian ^c  

^a ZHEJIANG UNIVERSITY OF TECHNOLOGY   (China)

^b FUDAN UNIVERSITY   (China)

^c HANGZHOU DIANZI UNIVERSITY   (China)

Author keywords

Augmented Lagrangian methods; Constrained global optimization; Convergence to global solution; Rockafellar and Wets's function

Indexed keywords

CONSTRAINED OPTIMIZATION; CONVERGENCE OF NUMERICAL METHODS; HARMONIC ANALYSIS; LAGRANGE MULTIPLIERS; MATHEMATICAL PROGRAMMING; OPTIMIZATION;

AUGMENTED LAGRANGIAN; AUGMENTED LAGRANGIAN METHOD; AUGMENTED LAGRANGIAN METHODS; BOUNDEDNESS; CONSTRAINED GLOBAL OPTIMIZATION; CONVERGENCE ANALYSIS; CONVERGENCE PROPERTIES; CONVERGENCE TO GLOBAL SOLUTION; GLOBAL OPTIMAL SOLUTIONS; MULTIPLIER UPDATING; NUMERICA L RESULTS; ORIGINAL PROBLEM; PRAGUE , CZECH REPUBLIC; PRIMAL-DUAL METHODS; ROCKAFELLAR AND WETS'S FUNCTION;

GLOBAL OPTIMIZATION;

EID: 52149113082     PISSN: 10556788     EISSN: 10294937     Source Type: Journal    
DOI: 10.1080/10556780802124648     Document Type: Conference Paper

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