Computational Optimization and Applications
Quasi-Newton acceleration for equality-constrained minimization
Computational Optimization and Applications
Improving ultimate convergence of an augmented Lagrangian method
Optimization Methods & Software - Dedicated to Professor Michael J.D. Powell on the occasion of his 70th birthday
Convergence properties of augmented Lagrangian methods for constrained global optimization
Optimization Methods & Software - THE JOINT EUROPT-OMS CONFERENCE ON OPTIMIZATION, 4-7 JULY, 2007, PRAGUE, CZECH REPUBLIC, PART I
Modified subspace limited memory BFGS algorithm for large-scale bound constrained optimization
Journal of Computational and Applied Mathematics
Low Order-Value Optimization and applications
Journal of Global Optimization
Computers and Operations Research
Second-order negative-curvature methods for box-constrained and general constrained optimization
Computational Optimization and Applications
Efficient optimization of an MDL-inspired objective function for unsupervised part-of-speech tagging
ACLShort '10 Proceedings of the ACL 2010 Conference Short Papers
Continuous GRASP with a local active-set method for bound-constrained global optimization
Journal of Global Optimization
Orthogonal packing of identical rectangles within isotropic convex regions
Computers and Industrial Engineering
An augmented Lagrangian fish swarm based method for global optimization
Journal of Computational and Applied Mathematics
Low order-value approach for solving VaR-constrained optimization problems
Journal of Global Optimization
A New Sequential Optimality Condition for Constrained Optimization and Algorithmic Consequences
SIAM Journal on Optimization
Augmented Lagrangian method with nonmonotone penalty parameters for constrained optimization
Computational Optimization and Applications
Handling infeasibility in a large-scale nonlinear optimization algorithm
Numerical Algorithms
Saddle points of general augmented Lagrangians for constrained nonconvex optimization
Journal of Global Optimization
On the convergence of augmented Lagrangian methods for nonlinear semidefinite programming
Journal of Global Optimization
Evaluating bound-constrained minimization software
Computational Optimization and Applications
Computers and Operations Research
An inexact restoration strategy for the globalization of the sSQP method
Computational Optimization and Applications
Journal of Global Optimization
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Augmented Lagrangian methods with general lower-level constraints are considered in the present research. These methods are useful when efficient algorithms exist for solving subproblems in which the constraints are only of the lower-level type. Inexact resolution of the lower-level constrained subproblems is considered. Global convergence is proved using the constant positive linear dependence constraint qualification. Conditions for boundedness of the penalty parameters are discussed. The resolution of location problems in which many constraints of the lower-level set are nonlinear is addressed, employing the spectral projected gradient method for solving the subproblems. Problems of this type with more than $3 \times 10^6$ variables and $ 14 \times 10^6$ constraints are solved in this way, using moderate computer time. All the codes are available at http://www.ime.usp.br/$\sim$egbirgin/tango/.