Complexity and performance of an augmented lagrangian algorithm
E. G. Birgin, J. M. Martínez
ARTIGO
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Algencan is a well established safeguarded Augmented Lagrangian algorithm introduced in [R. Andreani, E. G. Birgin, J. M. Martínez, and M. L. Schuverdt, On Augmented Lagrangian methods with general lower-level constraints, SIAM J. Optim. 18 (2008), pp. 1286–1309]. Complexity results that report its...
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Algencan is a well established safeguarded Augmented Lagrangian algorithm introduced in [R. Andreani, E. G. Birgin, J. M. Martínez, and M. L. Schuverdt, On Augmented Lagrangian methods with general lower-level constraints, SIAM J. Optim. 18 (2008), pp. 1286–1309]. Complexity results that report its worst-case behaviour in terms of iterations and evaluations of functions and derivatives that are necessary to obtain suitable stopping criteria are presented in this work. In addition, its computational performance considering all problems from the CUTEst collection is presented, which shows that it is a useful tool for solving large-scale constrained optimization problems
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CONSELHO NACIONAL DE DESENVOLVIMENTO CIENTÍFICO E TECNOLÓGICO - CNPQ
302538/2019-4; 302682/2019-8
Fechado
Complexity and performance of an augmented lagrangian algorithm
E. G. Birgin, J. M. Martínez
Complexity and performance of an augmented lagrangian algorithm
E. G. Birgin, J. M. Martínez
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Optimization methods and software (Fonte avulsa) |