Practical augmented lagrangian methods for constrained optimization /
Birgin, E. G.(Ernesto G.),author.
Martínez, J. M.(José Mario),author.
Includes bibliographical references and index.
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.
Constrained optimization.
Mathematical optimization.
Lagrangian functions.