Optimality properties of an augmented lagrangian method on infeasible problems

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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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