Augmented Lagrangians with possible infeasibility and finite termination for global nonlinear programming

In a recent paper, Birgin, Floudas and Martínez introduced an augmented Lagrangian method for global optimization. In their approach, augmented Lagrangian subproblems are solved using the BB method and convergence to global minimizers was obtained assuming feasibility of the original problem. In the...

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Veröffentlicht in:	Journal of global optimization 2014-02, Vol.58 (2), p.207-242
Hauptverfasser:	Birgin, E. G., Martínez, J. M., Prudente, L. F.
Format:	Artikel
Sprache:	eng
Schlagworte:	Algorithms Applied mathematics Computer Science Convergence Experiments Feasibility Mathematical analysis Mathematics Mathematics and Statistics Nonlinear programming Operations Research/Decision Theory Optimization Optimization algorithms Optimization techniques Real Functions Studies Texts Tolerances
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