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|Type:||Artigo de periódico|
|Title:||Improving ultimate convergence of an augmented Lagrangian method|
|Author:||BIRGIN, E. G.|
MARTINEZ, J. M.
|Abstract:||Optimization methods that employ the classical Powell-Hestenes-Rockafellar augmented Lagrangian are useful tools for solving nonlinear programming problems. Their reputation decreased in the last 10 years due to the comparative success of interior-point Newtonian algorithms, which are asymptotically faster. In this research, a combination of both approaches is evaluated. The idea is to produce a competitive method, being more robust and efficient than its `pure` counterparts for critical problems. Moreover, an additional hybrid algorithm is defined, in which the interior-point method is replaced by the Newtonian resolution of a Karush-Kuhn-Tucker (KKT) system identified by the augmented Lagrangian algorithm. The software used in this work is freely available through the Tango Project web page:http://www.ime.usp.br/similar to egbirgin/tango/.|
augmented Lagrangian methods
|Editor:||TAYLOR & FRANCIS LTD|
|Citation:||OPTIMIZATION METHODS & SOFTWARE, v.23, n.2, p.177-195, 2008|
|Appears in Collections:||IMECC - Artigos e Materiais de Revistas Científicas|
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|art_BIRGIN_Improving_ultimate_convergence_of_an_augmented_Lagrangian_2008.pdf||published version||140.95 kB||Adobe PDF||View/Open|
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