Results 31 to 40 of about 46,156 (218)

Smoothing Techniques and Augmented Lagrangian Method for Recourse Problem of Two-Stage Stochastic Linear Programming

Journal of Applied Mathematics, 2013
The augmented Lagrangian method can be used for solving recourse problems and obtaining their normal solution in solving two-stage stochastic linear programming problems.
Saeed Ketabchi, Malihe Behboodi-Kahoo
doaj   +1 more source

Augmentations and immersed Lagrangian fillings

Journal of Topology, 2023
AbstractFor a Legendrian link with or , immersed exact Lagrangian fillings of can be lifted to conical Legendrian fillings of . When is embedded, using the version of functoriality for Legendrian contact homology (LCH) from Pan and Rutherford [J. Symplectic Geom. 19 (2021), no.
Pan, Yu, Rutherford, Dan
openaire   +3 more sources

Augmented Lagrangian Functions for Cone Constrained Optimization: the Existence of Global Saddle Points and Exact Penalty Property

, 2018
In the article we present a general theory of augmented Lagrangian functions for cone constrained optimization problems that allows one to study almost all known augmented Lagrangians for cone constrained programs within a unified framework. We develop a
Dolgopolik, M. V.
core   +1 more source

Separable approximations and decomposition methods for the augmented Lagrangian [PDF]

Optimization Methods and Software, 2014
28 pages, 6 algorithms, 2 ...
Tappenden, Rachael, Richtarik, Peter, Buke, Burak   +2 more
openaire   +4 more sources

Integrated Routing and Network Flow Control Embracing Two Layers of TCP/IP Networks – Methodological Issues

Journal of Telecommunications and Information Technology, 2012
A cross-layer network optimization problem is considered. It involves network and transport layers, treating both routing and flows as decision variables.
Andrzej Karbowski
doaj   +1 more source

A Modified Augmented Lagrange Multiplier Method for Non-Linear Programming [PDF]

Al-Rafidain Journal of Computer Sciences and Mathematics, 2013
In this paper, we have investigated a new algorithm which employs an  Augmented Lagrangian Method (ALM). It overcomes many of the difficulties associated with the Penalty function method.  The new incorporate algorithm has been proved very effective with
Abbas Al-Bayati, Eman Hamed
doaj   +1 more source

Cooperative Convex Optimization in Networked Systems: Augmented Lagrangian Algorithms with Directed Gossip Communication

, 2011
We study distributed optimization in networked systems, where nodes cooperate to find the optimal quantity of common interest, x=x^\star. The objective function of the corresponding optimization problem is the sum of private (known only by a node ...
Jakovetic, Dusan, Moura, Jose M. F., Xavier, Joao   +2 more
core   +1 more source

Bayesian augmented Lagrangian algorithm for system identification [PDF]

Systems & Control Letters, 2018
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Xiaoquan Tang, Long Zhang 0006, Xiuting Li   +2 more
openaire   +2 more sources

A local saddle point for the hyperbolic augmented Lagrangian function

Examples and Counterexamples
In this paper, we study the hyperbolic augmented Lagrangian function, which is based on the hyperbolic penalty function. We ensure the existence of a local saddle point for the hyperbolic augmented Lagrangian function in nonconvex constrained ...
Lennin Mallma Ramirez, Nelson Maculan, Adilson Elias Xavier, Vinicius Layter Xavier   +3 more
doaj   +1 more source

Exact augmented Lagrangian functions for nonlinear semidefinite programming

, 2018
In this paper, we study augmented Lagrangian functions for nonlinear semidefinite programming (NSDP) problems with exactness properties. The term exact is used in the sense that the penalty parameter can be taken appropriately, so a single minimization ...
Fukuda, Ellen H., Lourenço, Bruno F.
core   +1 more source