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Type: Artigo de periódico
Title: Validation of an augmented lagrangian algorithm with a Gauss-Newton Hessian approximation using a set of hard-spheres problems
Author: Krejic, N
Martinez, JM
Mello, M
Pilotta, EA
Abstract: An Augmented Lagrangian algorithm that uses Gauss-Newton approximations of the Hessian at each inner iteration is introduced and tested using a family of Hard-Spheres problems. The Gauss-Newton model convexifies the quadratic approximations of the Augmented Lagrangian function thus increasing the efficiency of the iterative quadratic solver. The resulting method is considerably more efficient than the corresponding algorithm that uses true Hessians. A comparative study using the well-known package LANCELOT is presented.
Subject: nonlinear programming
augmented Lagrangians
numerical methods
Country: Holanda
Editor: Kluwer Academic Publ
Citation: Computational Optimization And Applications. Kluwer Academic Publ, v. 16, n. 3, n. 247, n. 263, 2000.
Rights: fechado
Identifier DOI: 10.1023/A:1008716329104
Date Issue: 2000
Appears in Collections:Unicamp - Artigos e Outros Documentos

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