An augmented Lagrangian trust region method for equality constrained optimization

Optimization Methods and Software

Volumn 30, Issue 3, 2015, Pages 559-582

  Wang, Xiao ^a   Yuan, Yaxiang ^b  

^a UNIVERSITY OF CHINESE ACADEMY OF SCIENCES   (China)

^b CHINESE ACADEMY OF SCIENCES   (China)

Author keywords

augmented Lagrangian function; convergence; equality constraints; Lagrange multiplier; penalty parameter; trust region

Indexed keywords

CONSTRAINED OPTIMIZATION; ITERATIVE METHODS; OPTIMIZATION;

AUGMENTED LAGRANGIAN FUNCTIONS; CONVERGENCE; EQUALITY CONSTRAINTS; PENALTY PARAMETERS; TRUST REGION;

LAGRANGE MULTIPLIERS;

EID: 85028232186     PISSN: 10556788     EISSN: 10294937     Source Type: Journal    
DOI: 10.1080/10556788.2014.940947     Document Type: Article

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