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Type: Artigo de periódico
Title: BOX-QUACAN and the implementation of Augmented Lagrangian algorithms for minimization with inequality constraints
Author: Martinez, JM
Abstract: BOX-QUACAN is a trust-region box-constraint optimization software developed at the Applied Mathematics Department of the University of Campinas. During the last five years, it has been used for solving many practical and academic problems with box constraints and it has been incorporated as sub-algorithm of Augmented Lagrangian methods for minimization with equality constraints and bounds. In this paper it is described its use in connection with Augmented Lagrangian algorithms where inequality constraints are handled without the addition of slack variables. Numerical experiments comparing a modified exponential Lagrangian method and the most classical Augmented Lagrangian are presented.
Subject: Optimization
Augmented Lagrangians
Box-constrained minimization
Country: Alemanha
Editor: Springer Heidelberg
Citation: Computational & Applied Mathematics. Springer Heidelberg, v. 19, n. 1, n. 31, n. 56, 2000.
Rights: aberto
Date Issue: 2000
Appears in Collections:Unicamp - Artigos e Outros Documentos

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