Adaptive augmented Lagrangian methods: algorithms and practical numerical experience
Publication:2811487
DOI10.1080/10556788.2015.1071813zbMath1339.49023arXiv1408.4500OpenAlexW1830979757MaRDI QIDQ2811487
Nicholas I. M. Gould, Daniel P. Robinson, Hao Jiang, Frank E. Curtis
Publication date: 10 June 2016
Published in: Optimization Methods and Software (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1408.4500
large-scale optimizationnonlinear optimizationmatrix-free methodsnon-convex optimizationsteering methodsadaptive augmented Lagrangian methods
Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30) Numerical methods involving duality (49M29) Numerical optimization and variational techniques (65K10) Numerical methods based on necessary conditions (49M05) Newton-type methods (49M15) Numerical methods based on nonlinear programming (49M37) Large-scale systems (93A15)
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