A Globally Convergent Augmented Lagrangian Pattern Search Algorithm for Optimization with General Constraints and Simple Bounds
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Publication:4785862
DOI10.1137/S1052623498339727zbMath1011.65030OpenAlexW2084186221MaRDI QIDQ4785862
Robert Michael Lewis, Virginia Torczon
Publication date: 5 January 2003
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s1052623498339727
algorithmconvergenceconstrained optimizationnonlinear programmingpattern searchaugmented Lagrangiandirect search
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56)
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