Adaptive augmented Lagrangian methods: algorithms and practical numerical experience
DOI10.1080/10556788.2015.1071813zbMath1339.49023arXiv1408.4500MaRDI QIDQ2811487
Hao Jiang, Nicholas I. M. Gould, Daniel P. Robinson, 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 optimization; nonlinear optimization; matrix-free methods; non-convex optimization; steering methods; adaptive augmented Lagrangian methods
65K05: Numerical mathematical programming methods
90C06: Large-scale problems in mathematical programming
90C30: Nonlinear programming
49M29: Numerical methods involving duality
65K10: Numerical optimization and variational techniques
49M05: Numerical methods based on necessary conditions
49M15: Newton-type methods
49M37: Numerical methods based on nonlinear programming
93A15: Large-scale systems
Uses Software
