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Augmented Lagrangian method with nonmonotone penalty parameters for constrained optimization

Author

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  • Ernesto Birgin
  • J. Martínez

Abstract

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Suggested Citation

  • Ernesto Birgin & J. Martínez, 2012. "Augmented Lagrangian method with nonmonotone penalty parameters for constrained optimization," Computational Optimization and Applications, Springer, vol. 51(3), pages 941-965, April.
    • Handle: RePEc:spr:coopap:v:51:y:2012:i:3:p:941-965
    DOI: 10.1007/s10589-011-9396-0
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    Citations

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    Cited by:

    1. Terry-Leigh Oliphant & M. Montaz Ali, 2018. "A trajectory-based method for mixed integer nonlinear programming problems," Journal of Global Optimization, Springer, vol. 70(3), pages 601-623, March.
    2. Jiao-fen Li & Wen Li & Ru Huang, 2016. "An efficient method for solving a matrix least squares problem over a matrix inequality constraint," Computational Optimization and Applications, Springer, vol. 63(2), pages 393-423, March.
    3. E. Birgin & J. Martínez & L. Prudente, 2014. "Augmented Lagrangians with possible infeasibility and finite termination for global nonlinear programming," Journal of Global Optimization, Springer, vol. 58(2), pages 207-242, February.
    4. M. Fernanda P. Costa & Ana Maria A. C. Rocha & Edite M. G. P. Fernandes, 2018. "Filter-based DIRECT method for constrained global optimization," Journal of Global Optimization, Springer, vol. 71(3), pages 517-536, July.
    5. Asghar Mahdavi & Mohammad Shiri, 2015. "An augmented Lagrangian ant colony based method for constrained optimization," Computational Optimization and Applications, Springer, vol. 60(1), pages 263-276, January.
    6. M. Montaz Ali & Terry-Leigh Oliphant, 2018. "A Trajectory-Based Method for Constrained Nonlinear Optimization Problems," Journal of Optimization Theory and Applications, Springer, vol. 177(2), pages 479-497, May.
    7. Ana Rocha & M. Costa & Edite Fernandes, 2014. "A filter-based artificial fish swarm algorithm for constrained global optimization: theoretical and practical issues," Journal of Global Optimization, Springer, vol. 60(2), pages 239-263, October.
    8. Sven Leyffer & Charlie Vanaret, 2020. "An augmented Lagrangian filter method," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 92(2), pages 343-376, October.

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