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Birgin, E. G.

Practical augmented lagrangian methods for constrained optimization / E.G. Birgin, University of São Paulo, São Paulo, SP, Brazil, J. M. Martínez, State University of Campinas, Campinas, SP, Brazil. - Philadelphia: SIAM (Society for Industrial and Applied Mathematics) 2013 - xiii, 220 pages : illustrations, color maps ; 26 cm. - Fundamentals of algorithms ; FA10 .

Includes bibliographical references and indexes.

Nomenclature -- Introduction -- Practical motivations -- Optimality conditions -- Model augmented lagrangian algorithm -- Global minimization approach -- General affordable algorithms -- Boundedness of the penalty parameters -- Solving unconstrained subproblems -- Solving constrained subproblems -- First approach to algencan -- Adequate choice of subroutines -- Making a good choice of algorithmic options and parameters -- Practical examples -- Final remarks.

ISBN: 9781611973358 (pb)

LCCN: 2013048382

Subjects--Topical Terms:
Constrained optimization.
Mathematical optimization.
Lagrangian functions.

LC Class. No.: QA323 / .B57 2014

Dewey Class. No.: 519.6 BIR-MAR