Numerical study of augmented Lagrangian algorithms for constrained global optimization

DOI10.1080/02331934.2011.628671MaRDI QIDQ3111141zbMATH OpenOpenAlexWikidataFDO

Authors Ana Maria A. C. Rocha, Edite M. G. P. Fernandes

Publication date 18 January 2012

Published in Optimization (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/1822/15282

zbMATH Keywords

heuristicsglobal optimizationaugmented Lagrangianelectromagnetism-like mechanism

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56)

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Cites work

• A Modeling Language for Mathematical Programming
• A particle swarm pattern search method for bound constrained global optimization
• An efficient constraint handling method for genetic algorithms
• An electromagnetism-like mechanism for global optimization
• Benchmarking optimization software with performance profiles.
• Convergence properties of augmented Lagrangian methods for constrained global optimization
• Derivative-free filter simulated annealing method for constrained continuous global optimization
• Efficient and adaptive Lagrange-multiplier methods for nonlinear continuous global optimization
• Global minimization using an augmented Lagrangian method with variable lower-level constraints
• Heuristic pattern search and its hybridization with simulated annealing for nonlinear global optimization
• Hybridizing the electromagnetism-like algorithm with descent search for solving engineering design problems
• Memetic particle swarm optimization
• Numerical comparison of augmented Lagrangian algorithms for nonconvex problems

Cited in

(7)

• A filter-based artificial fish swarm algorithm for constrained global optimization: theoretical and practical issues
• Some results on augmented Lagrangians in constrained global optimization via image space analysis
• scientific article; zbMATH DE number 1488005 (Why is no real title available?)
• An augmented Lagrangian ant colony based method for constrained optimization
• An augmented Lagrangian fish swarm based method for global optimization
• An orthogonal parallel symbiotic organism search algorithm embodied with augmented Lagrange multiplier for solving constrained optimization problems
• An artificial fish swarm algorithm based hyperbolic augmented Lagrangian method

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Uses Software

• AMPL

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