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 : 161197335X
  • File Size : 17,17 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. They also 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 they fully describe a freely available computational package for constrained optimization and illustrate its usefulness with applications.

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Augmented Lagrangian Methods

Augmented Lagrangian Methods

File Size : 52,52 MB
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The purpose of this volume is to present the principles of the Augmented Lagrangian Method, together with numerous applications of this method to the numerical