Global minimization using an augmented Lagrangian method with variable lower-level constraints

From MaRDI portal
Publication:1960193

DOI10.1007/s10107-009-0264-yzbMath1198.90322OpenAlexW2075572180MaRDI QIDQ1960193

Ernesto G. Birgin, José Mario Martínez, Christodoulos A. Floudas

Publication date: 13 October 2010

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-009-0264-y



Related Items

A modified differential evolution based solution technique for economic dispatch problems, Complexity of an inexact proximal-point penalty method for constrained smooth non-convex optimization, On the application of an augmented Lagrangian algorithm to some portfolio problems, A parallel-in-time multiple shooting algorithm for large-scale PDE-constrained optimal control problems, Stochastic filter methods for generally constrained global optimization, Safeguarded Augmented Lagrangian Methods in Banach Spaces, An inexact restoration strategy for the globalization of the sSQP method, The boundedness of penalty parameters in an augmented Lagrangian method with constrained subproblems, A cover partitioning method for bound constrained global optimization, Packing ellipsoids by nonlinear optimization, Moreau envelope augmented Lagrangian method for nonconvex optimization with linear constraints, An Image Registration Model in Electron Backscatter Diffraction, Constrained derivative-free optimization on thin domains, A DIRECT-type approach for derivative-free constrained global optimization, A nonlinear programming model with implicit variables for packing ellipsoids, A computational study of global optimization solvers on two trust region subproblems, Theoretical and practical convergence of a self-adaptive penalty algorithm for constrained global optimization, On the convergence of augmented Lagrangian methods for nonlinear semidefinite programming, On invariance and linear convergence of evolution strategies with augmented Lagrangian constraint handling, On a smoothed penalty-based algorithm for global optimization, Existence of augmented Lagrange multipliers: reduction to exact penalty functions and localization principle, On the minimization of possibly discontinuous functions by means of pointwise approximations, An augmented Lagrangian method for equality constrained optimization with rapid infeasibility detection capabilities, Generalized order-value optimization, A generalization of the classical \(\alpha \)BB convex underestimation via diagonal and nondiagonal quadratic terms, Feasibility and Dominance Rules in the Electromagnetism-Like Algorithm for Constrained Global Optimization, Some results on augmented Lagrangians in constrained global optimization via image space analysis, Outer trust-region method for constrained optimization, A smoothing method for zero--one constrained extremum problems, A hybrid genetic pattern search augmented Lagrangian method for constrained global optimization, Objective and Violation Upper Bounds on a DIRECT-Filter Method for Global Optimization, Generalized quadratic augmented Lagrangian methods with nonmonotone penalty parameters, Global minimization using an augmented Lagrangian method with variable lower-level constraints, Low order-value approach for solving var-constrained optimization problems, New convergence properties of the primal augmented Lagrangian method, An example comparing the standard and safeguarded augmented Lagrangian methods, A sharp augmented Lagrangian-based method in constrained non-convex optimization, A filter-based artificial fish swarm algorithm for constrained global optimization: theoretical and practical issues, On Error Bounds and Multiplier Methods for Variational Problems in Banach Spaces, Augmented Lagrangians with constrained subproblems and convergence to second-order stationary points, Range division and compression algorithm for quadratically constrained sum of quadratic ratios, Algorithm for inequality-constrained least squares problems, Complexity of proximal augmented Lagrangian for nonconvex optimization with nonlinear equality constraints, Saddle points of general augmented Lagrangians for constrained nonconvex optimization, Packing circles within ellipses, An augmented Lagrangian fish swarm based method for global optimization, Continuous GRASP with a local active-set method for bound-constrained global optimization, An inexact modified subgradient algorithm for nonconvex optimization, Simple algorithms for optimization on Riemannian manifolds with constraints, Tractable ADMM schemes for computing KKT points and local minimizers for \(\ell_0\)-minimization problems, Filter-based DIRECT method for constrained global optimization, Convergence analysis of modified \(p\)th power Lagrangian algorithms with alternative updating strategies for constrained nonconvex optimization, A nonlinear interval portfolio selection model and its application in banks, An augmented Lagrangian ant colony based method for constrained optimization, On the convergence of inexact augmented Lagrangian methods for problems with convex constraints, Augmented Lagrangians with possible infeasibility and finite termination for global nonlinear programming, Nonlinear separation approach for the augmented Lagrangian in nonlinear semidefinite programming, Improved local convergence results for augmented Lagrangian methods in \(C^2\)-cone reducible constrained optimization, Numerical study of augmented Lagrangian algorithms for constrained global optimization, Filter-based stochastic algorithm for global optimization, A globally convergent primal-dual active-set framework for large-scale convex quadratic optimization, Complexity and performance of an Augmented Lagrangian algorithm, A derivative-free algorithm for constrained global optimization based on exact penalty functions, An artificial fish swarm algorithm based hyperbolic augmented Lagrangian method, Optimality properties of an augmented Lagrangian method on infeasible problems, Convergence results of an augmented Lagrangian method using the exponential penalty function


Uses Software


Cites Work