Results 171 to 180 of about 45,742 (207)

Augmented Lagrangian method for probabilistic optimization

Annals of Operations Research, 2011
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Dentcheva, Darinka, Martinez, Gabriela
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Penalty and Augmented Lagrangian Methods

2017
This chapter introduces two very important concepts in constrained nonlinear optimization. These are penalty and augmented Lagrangian concepts. The idea is that both these concepts replace the original problem by a sequence of sub-problems in which the constraints are expressed by terms added to the objective function.
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Nonlinear Augmented Lagrangian and Duality Theory

Mathematics of Operations Research, 2013
In this paper, a unified framework of a nonlinear augmented Lagrangian dual problem is investigated for the primal problem of minimizing an extended real-valued function by virtue of a nonlinear augmenting penalty function. Our framework is more general than the ones in the literature in the sense that our nonlinear augmenting penalty function is ...
C. Y. Wang, X. Q. Yang, X. M. Yang
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Linearly Constrained Augmented Lagrangian: MINOS

2017
In this chapter we present one of the most respectable algorithms and softwares for solving general nonlinear optimization problems given by Murtagh and Saunders (1978, 1980, 1982, 1995). The main idea behind this method is to generate a step by minimizing the Lagrangian or the augmented Lagrangian subject to the linearizations of the constraints.
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Augmented Lagrangian algorithms for linear programming

Journal of Optimization Theory and Applications, 1992
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Augmented Lagrangians for General Side Constraints

2000
We consider augmented Lagrangians for the general (nonconvex) optimization problem inf F(x) x ∈ X, G(x) ∈ M, where X is an arbitrary set, M is a closed subset of some real topological vector space Z, and F: X → ℝ, G: X → Z.
Werner Oettli, Dirk Schläger, Michel Théra   +2 more
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4.6 Augmented Lagrangian

2023
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Augmented lagrangians and sphere packing problems

International Journal of Computer Mathematics, 1998
This paper has two main objectives. Firstly, the performance of a recently developed Nonlinear Programming algorithm based on Augmented Lagrangians on a family of optimization problems related to the classical Kissing Problem is reported. The test problems are easily defined in purely mathematical terms and its reproduction using standard scientific ...
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Augmented Lagrangian and Nonlinear Semidefinite Programs

2007
In this paper, we introduce an augmented Lagrangian for nonlinear semidefinite programs. Some basic properties of the augmented Lagrangian such as differentiabilty, monotonicity and convexity, are discussed. Necessary and sufficient conditions for a strong duality property and an exact penalty representation in the framework of augmented Lagrangian are
X. X. Huang, X. Q. Yang, K. L. Teo
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A Survey on Mobile Augmented Reality With 5G Mobile Edge Computing: Architectures, Applications, and Technical Aspects

IEEE Communications Surveys and Tutorials, 2021
Yushan Siriwardhana, Pawani Porambage, Madhusanka Liyanage   +2 more
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