Practical Augmented Lagrangian Methods for Constrained Optimization

Released on by Ernesto G. Birgin
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  • Practical Augmented Lagrangian Methods for Constrained Optimization Book Detail

  • Author : Ernesto G. Birgin
  • Release Date : 2014-04-30
  • Publisher : SIAM
  • Genre : Mathematics
  • Pages : 222
  • ISBN 13 : 1611973368
  • File Size : 95,95 MB
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Practical Augmented Lagrangian Methods for Constrained Optimization by Ernesto G. Birgin PDF Summary

Book Description: This book focuses on Augmented Lagrangian techniques for solving practical constrained optimization problems. The authors: rigorously delineate mathematical convergence theory based on sequential optimality conditions and novel constraint qualifications; orient the book to practitioners by giving priority to results that provide insight on the practical behavior of algorithms and by providing geometrical and algorithmic interpretations of every mathematical result; and fully describe a freely available computational package for constrained optimization and illustrate its usefulness with applications.

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