Global minimization using an Augmented Lagrangian method with variable lower-level constraints

Mathematical Programming

Volumn 125, Issue 1, 2010, Pages 139-162

  Birgin, E G ^a   Floudas, C A ^b   Martinez J M ^c  

^a UNIVERSITY OF SÃO PAULO   (Brazil)

^b Princeton University   (United States)

^c UNIVERSITY OF CAMPINAS   (Brazil)

Author keywords

Algorithms; Augmented Lagrangians; Deterministic global optimization; Nonlinear programming; Numerical experiments

Indexed keywords

ALGORITHMS; GLOBAL OPTIMIZATION; ITERATIVE METHODS; LAGRANGE MULTIPLIERS; NONLINEAR PROGRAMMING; QUADRATIC PROGRAMMING;

AUGMENTED LAGRANGIAN METHODS; AUGMENTED LAGRANGIANS; CONSTRAINED NON-LINEAR OPTIMIZATIONS; DETERMINISTIC GLOBAL OPTIMIZATION; GLOBAL CONVER-GENCE; GLOBAL MINIMIZATION; GLOBAL OPTIMIZATION METHOD; NUMERICAL EXPERIMENTS;

CONSTRAINED OPTIMIZATION;

EID: 77956393153     PISSN: 00255610     EISSN: 14364646     Source Type: Journal    
DOI: 10.1007/s10107-009-0264-y     Document Type: Article

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