Please use this identifier to cite or link to this item: http://repositorio.unicamp.br/jspui/handle/REPOSIP/55190
Type: Artigo de periódico
Title: Augmented lagrangians with adaptive precision control for quadratic programming with equality constraints
Author: Dostal, Z
Friedlander, A
Santos, SA
Abstract: In this paper we introduce an augmented Lagrangian type algorithm for strictly convex quadratic programming problems with equality constraints. The new feature of the proposed algorithm is the adaptive precision control of the solution of auxiliary problems in the inner loop of the basic algorithm. Global convergence and boundedness of the penalty parameter are proved and an error estimate is given that does not have any term that accounts for the inexact solution of the auxiliary problems. Numerical experiments illustrate efficiency of the algorithm presented.
Subject: quadratic programming
equality constraints
augmented Lagrangians
adaptive precision control
Country: EUA
Editor: Springer
Rights: fechado
Identifier DOI: 10.1023/A:1008700911674
Date Issue: 1999
Appears in Collections:Artigos e Materiais de Revistas Científicas - Unicamp

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