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Type: | Artigo |
Title: | Optimality properties of an augmented lagrangian method on infeasible problems |
Author: | Birgin, E. G. Martinez, J. M. Prudente, L. F. |
Abstract: | Sometimes, the feasible set of an optimization problem that one aims to solve using a Nonlinear Programming algorithm is empty. In this case, two characteristics of the algorithm are desirable. On the one hand, the algorithm should converge to a minimizer of some infeasibility measure. On the other hand, one may wish to find a point with minimal infeasibility for which some optimality condition, with respect to the objective function, holds. Ideally, the algorithm should converge to a minimizer of the objective function subject to minimal infeasibility. In this paper the behavior of an Augmented Lagrangian algorithm with respect to those properties will be studied |
Subject: | Programação não-linear Algoritmos |
Country: | Estados Unidos |
Editor: | Springer |
Rights: | Fechado |
Identifier DOI: | 10.1007/s10589-014-9685-5 |
Address: | https://link.springer.com/article/10.1007/s10589-014-9685-5 |
Date Issue: | 2015 |
Appears in Collections: | IMECC - Artigos e Outros Documentos |
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