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Type: Artigo
Title: The boundedness of penalty parameters in an augmented Lagrangian method with constrained subproblems
Author: Birgin, Ernesto G.
Fernández, Damián
Martínez, J.M.
Abstract: Augmented Lagrangian methods are effective tools for solving large-scale nonlinear programming problems. At each outer iteration, a minimization subproblem with simple constraints, whose objective function depends on updated Lagrange multipliers and penalty parameters, is approximately solved. When the penalty parameter becomes very large, solving the subproblem becomes difficult; therefore, the effectiveness of this approach is associated with the boundedness of the penalty parameters. In this paper, it is proved that under more natural assumptions than the ones employed until now, penalty parameters are bounded. For proving the new boundedness result, the original algorithm has been slightly modified. Numerical consequences of the modifications are discussed and computational experiments are presented
Subject: Programação não-linear
Country: Reino Unido
Editor: Taylor & Francis
Rights: Fechado
Identifier DOI: 10.1080/10556788.2011.556634
Date Issue: 2012
Appears in Collections:IMECC - Artigos e Outros Documentos

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