A Globally Convergent Augmented Lagrangian Pattern Search Algorithm for Optimization with General Constraints and Simple Bounds
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Publication:4785862
DOI10.1137/S1052623498339727zbMath1011.65030MaRDI QIDQ4785862
Robert Michael Lewis, Virginia Torczon
Publication date: 5 January 2003
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
algorithm; convergence; constrained optimization; nonlinear programming; pattern search; augmented Lagrangian; direct search
65K05: Numerical mathematical programming methods
90C30: Nonlinear programming
90C56: Derivative-free methods and methods using generalized derivatives
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