A Globally Convergent Augmented Lagrangian Algorithm for Optimization with General Constraints and Simple Bounds

DOI10.1137/0728030zbMath0724.65067OpenAlexW2042613327WikidataQ58185959 ScholiaQ58185959MaRDI QIDQ3212211

Andrew R. Conn, Nicholas I. M. Gould, Phillipe L. Toint

Publication date: 1991

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0728030

zbMATH Keywords

algorithmsglobal convergenceaugmented Lagrangian functionR-linear convergencepenalty parametersconstrained nonlinear programminglarge scale nonlinear programming

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30)

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