Augmented Lagrangian methods for nonlinear programming with possible infeasibility
Author
Abstract
Suggested Citation
DOI: 10.1007/s10898-015-0289-0
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Regina Burachik & Alfredo Iusem & Jefferson Melo, 2010. "A primal dual modified subgradient algorithm with sharp Lagrangian," Journal of Global Optimization, Springer, vol. 46(3), pages 347-361, March.
- N. V. Sahinidis & I. E. Grossmann, 1992. "Reformulation of the Multiperiod MILP Model for Capacity Expansion of Chemical Processes," Operations Research, INFORMS, vol. 40(1-supplem), pages 127-144, February.
- R. Polyak & I. Griva, 2004. "Primal-Dual Nonlinear Rescaling Method for Convex Optimization," Journal of Optimization Theory and Applications, Springer, vol. 122(1), pages 111-156, July.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- M. Joseane F. G. Macêdo & Elizabeth W. Karas & M. Fernanda P. Costa & Ana Maria A. C. Rocha, 2020. "Filter-based stochastic algorithm for global optimization," Journal of Global Optimization, Springer, vol. 77(4), pages 777-805, August.
- Chao Min & Feifei Fan & Zhaozhong Yang & Xiaogang Li, 2019. "An Iterative Algorithm for the Nonlinear MC 2 Model with Variational Inequality Method," Mathematics, MDPI, vol. 7(6), pages 1-13, June.
- Paul Armand & Ngoc Nguyen Tran, 2019. "An Augmented Lagrangian Method for Equality Constrained Optimization with Rapid Infeasibility Detection Capabilities," Journal of Optimization Theory and Applications, Springer, vol. 181(1), pages 197-215, April.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Ogbe, Emmanuel & Li, Xiang, 2017. "A new cross decomposition method for stochastic mixed-integer linear programming," European Journal of Operational Research, Elsevier, vol. 256(2), pages 487-499.
- L. F. Bueno & G. Haeser & J. M. Martínez, 2015. "A Flexible Inexact-Restoration Method for Constrained Optimization," Journal of Optimization Theory and Applications, Springer, vol. 165(1), pages 188-208, April.
- Martínez-Costa, Carme & Mas-Machuca, Marta & Benedito, Ernest & Corominas, Albert, 2014. "A review of mathematical programming models for strategic capacity planning in manufacturing," International Journal of Production Economics, Elsevier, vol. 153(C), pages 66-85.
- Regina Burachik & Wilhelm Freire & C. Kaya, 2014. "Interior Epigraph Directions method for nonsmooth and nonconvex optimization via generalized augmented Lagrangian duality," Journal of Global Optimization, Springer, vol. 60(3), pages 501-529, November.
- Da Tian, 2014. "An entire space polynomial-time algorithm for linear programming," Journal of Global Optimization, Springer, vol. 58(1), pages 109-135, January.
- Glaydston C. Bento & Jefferson G. Melo, 2012. "Subgradient Method for Convex Feasibility on Riemannian Manifolds," Journal of Optimization Theory and Applications, Springer, vol. 152(3), pages 773-785, March.
- G. C. Bento & J. X. Cruz Neto, 2013. "A Subgradient Method for Multiobjective Optimization on Riemannian Manifolds," Journal of Optimization Theory and Applications, Springer, vol. 159(1), pages 125-137, October.
- Huang, Kai & Ahmed, Shabbir, 2010. "A stochastic programming approach for planning horizons of infinite horizon capacity planning problems," European Journal of Operational Research, Elsevier, vol. 200(1), pages 74-84, January.
- Regina S. Burachik & Alfredo N. Iusem & Jefferson G. Melo, 2013. "An Inexact Modified Subgradient Algorithm for Primal-Dual Problems via Augmented Lagrangians," Journal of Optimization Theory and Applications, Springer, vol. 157(1), pages 108-131, April.
- Francisco Barahona & Stuart Bermon & Oktay Günlük & Sarah Hood, 2005. "Robust capacity planning in semiconductor manufacturing," Naval Research Logistics (NRL), John Wiley & Sons, vol. 52(5), pages 459-468, August.
- Zhouchun Huang & Qipeng P. Zheng & Andrew L. Liu, 2022. "A Nested Cross Decomposition Algorithm for Power System Capacity Expansion with Multiscale Uncertainties," INFORMS Journal on Computing, INFORMS, vol. 34(4), pages 1919-1939, July.
- Bennett, Derek P. & Yano, Candace A., 2004. "A decomposition approach for an equipment selection and multiple product routing problem incorporating environmental factors," European Journal of Operational Research, Elsevier, vol. 156(3), pages 643-664, August.
- Pinheiro, Ricardo B.N.M. & Lage, Guilherme G. & da Costa, Geraldo R.M., 2019. "A primal-dual integrated nonlinear rescaling approach applied to the optimal reactive dispatch problem," European Journal of Operational Research, Elsevier, vol. 276(3), pages 1137-1153.
- Da Tian, 2015. "An exterior point polynomial-time algorithm for convex quadratic programming," Computational Optimization and Applications, Springer, vol. 61(1), pages 51-78, May.
- Shabbir Ahmed & Nikolaos V. Sahinidis, 2003. "An Approximation Scheme for Stochastic Integer Programs Arising in Capacity Expansion," Operations Research, INFORMS, vol. 51(3), pages 461-471, June.
- Efsun Kürüm & Kasirga Yildirak & Gerhard-Wilhelm Weber, 2012. "A classification problem of credit risk rating investigated and solved by optimisation of the ROC curve," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 20(3), pages 529-557, September.
- Liwei Zhang & Jian Gu & Xiantao Xiao, 2011. "A class of nonlinear Lagrangians for nonconvex second order cone programming," Computational Optimization and Applications, Springer, vol. 49(1), pages 61-99, May.
- Marielena Fonseca Tófoli & Edilaine Martins Soler & Antonio Roberto Balbo & Edméa Cássia Baptista & Leonardo Nepomuceno, 2020. "Interior/exterior-point methods with inertia correction strategy for solving optimal reactive power flow problems with discrete variables," Annals of Operations Research, Springer, vol. 286(1), pages 243-263, March.
More about this item
Keywords
Global optimization; Augmented Lagrangians; Nonlinear programming; Infeasibility;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:jglopt:v:63:y:2015:i:2:p:297-318. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.