Results 21 to 30 of about 38,694 (221)
Constrained composite optimization and augmented Lagrangian methods
Mathematical Programming, 2023 AbstractWe investigate finite-dimensional constrained structured optimization problems, featuring composite objective functions and set-membership constraints. Offering an expressive yet simple language, this problem class provides a modeling framework for a variety of applications.
Alberto De Marchi +3 more
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On the complexity of an augmented Lagrangian method for nonconvex optimization [PDF]
IMA Journal of Numerical Analysis, 2020 Abstract In this paper we study the worst-case complexity of an inexact augmented Lagrangian method for nonconvex constrained problems. Assuming that the penalty parameters are bounded we prove a complexity bound of $\mathcal{O}(|\log (\epsilon )|)$ outer iterations for the referred algorithm to generate an $\epsilon$-approximate KKT ...
Nunes Grapiglia, Geovani, Yuan, Y.
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Augmented Lagrangian Algorithm for Hydrothermal Scheduling
EAI Endorsed Transactions on Energy Web, 2018 This paper mainly deals with a new algorithm for solving hydrothermal scheduling problem with transmission and environmental constraints using Augmented Lagrangian(AL) method.
R. Subramani, C. Vijayalakshmi
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Generalized Quadratic Augmented Lagrangian Methods with Nonmonotone Penalty Parameters
Journal of Applied Mathematics, 2012 For nonconvex optimization problem with both equality and inequality constraints, we introduce a new augmented Lagrangian function and propose the corresponding multiplier algorithm. New iterative strategy on penalty parameter is presented.
Xunzhi Zhu +3 more
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An augmented Lagrangian decomposition method for quasi-separable problems in MDO [PDF]
, 2006 Several decomposition methods have been proposed for the distributed optimal design of quasi-separable problems encountered in Multidisciplinary Design Optimization (MDO).
Bazaraa M.S. +5 more
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Constrained optimization of a zoom lens with CMA-ES algorithm [PDF]
EPJ Web of ConferencesIn the present paper we investigate how optimization algorithm can be tailored to improve the lens design process. We replaced gradient-based optimization methods by the Covariance Matrix Adaptation Evolution Strategy (CMA-ES).
Marty Tristan +2 more
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Augmented Lagrangian methods for variational inequality problems [PDF]
RAIRO - Operations Research, 2010 Summary: We introduce augmented Lagrangian methods for solving finite dimensional variational inequality problems whose feasible sets are defined by convex inequalities, generalizing the proximal augmented Lagrangian method for constrained optimization.
Alfredo N. Iusem, Mostafa Nasri
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Lagrange optimality system for a class of nonsmooth convex optimization [PDF]
, 2015 In this paper, we revisit the augmented Lagrangian method for a class of nonsmooth convex optimization. We present the Lagrange optimality system of the augmented Lagrangian associated with the problems, and establish its connections with the standard ...
Jin, Bangti, Takeuchi, Tomoya
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Optimiza - un paquete computacional para la optimización de problemas no lineales
Revista de Matemática: Teoría y Aplicaciones, 2009 Our goal is to build a software able to solve problems in non linear optimization. A central point is selection of the algorithm, which is based on Augmented Lagrangian Method combined with quasi-Newton methods (BFGS, L-BFGS).
Gonzalo Palencia F. +2 more
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Edge detection based on augmented lagrangian method for lowquality medical images
Ho Chi Minh City Open University Journal of Science - Engineering and Technology, 2018 Medical images are useful for the treatment process. They contain a lot of information on displaying abnormalities in your body. The contour of medical images is a matter of interest.
Vo Thi Hong Tuyet
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