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.

By:

Birgin, E. G

Contributor(s):

Martínez, J. M. (José Mario)

Material type: Text

TextSeries: Fundamentals of algorithms ; FA10Publication details: Philadelphia: SIAM (Society for Industrial and Applied Mathematics) 2013Description: xiii, 220 pages : illustrations, color maps ; 26 cmISBN:

9781611973358 (pb)

Subject(s):

DDC classification:

519.6 BIR-MAR 23

LOC classification:

QA323 .B57 2014

Contents:

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.

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Holdings
Item type	Current library	Call number	Status	Date due
Books	Goa University Library General Stacks	519.6 BIR-MAR (Browse shelf(Opens below))	Available

Includes bibliographical references and indexes.

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