[图书][B] Practical augmented Lagrangian methods for constrained optimization
EG Birgin, JM Martínez - 2014 - SIAM
This book is about the Augmented Lagrangian method, a popular technique for solving
constrained optimization problems. It is mainly dedicated to engineers, chemists, physicists …
constrained optimization problems. It is mainly dedicated to engineers, chemists, physicists …
On augmented Lagrangian methods with general lower-level constraints
Augmented Lagrangian methods with general lower-level constraints are considered in the
present research. These methods are useful when efficient algorithms exist for solving …
present research. These methods are useful when efficient algorithms exist for solving …
Theoretical and numerical comparison of relaxation methods for mathematical programs with complementarity constraints
Mathematical programs with equilibrium constraints (MPECs) are difficult optimization
problems whose feasible sets do not satisfy most of the standard constraint qualifications …
problems whose feasible sets do not satisfy most of the standard constraint qualifications …
On sequential optimality conditions for smooth constrained optimization
Sequential optimality conditions provide adequate theoretical tools to justify stopping criteria
for nonlinear programming solvers. Approximate Karush–Kuhn–Tucker and approximate …
for nonlinear programming solvers. Approximate Karush–Kuhn–Tucker and approximate …
Augmented Lagrangian methods under the constant positive linear dependence constraint qualification
Abstract Two Augmented Lagrangian algorithms for solving KKT systems are introduced.
The algorithms differ in the way in which penalty parameters are updated. Possibly …
The algorithms differ in the way in which penalty parameters are updated. Possibly …
A relaxed constant positive linear dependence constraint qualification and applications
In this work we introduce a relaxed version of the constant positive linear dependence
constraint qualification (CPLD) that we call RCPLD. This development is inspired by a recent …
constraint qualification (CPLD) that we call RCPLD. This development is inspired by a recent …
A cone-continuity constraint qualification and algorithmic consequences
Every local minimizer of a smooth constrained optimization problem satisfies the sequential
approximate Karush--Kuhn--Tucker (AKKT) condition. This optimality condition is used to …
approximate Karush--Kuhn--Tucker (AKKT) condition. This optimality condition is used to …
Improving ultimate convergence of an augmented Lagrangian method
EG Birgin, JM Martinez - Optimization Methods and Software, 2008 - Taylor & Francis
Optimization methods that employ the classical Powell-Hestenes-Rockafellar augmented
Lagrangian are useful tools for solving nonlinear programming problems. Their reputation …
Lagrangian are useful tools for solving nonlinear programming problems. Their reputation …
DALSA: Domain adaptation for supervised learning from sparsely annotated MR images
We propose a new method that employs transfer learning techniques to effectively correct
sampling selection errors introduced by sparse annotations during supervised learning for …
sampling selection errors introduced by sparse annotations during supervised learning for …
Two new weak constraint qualifications and applications
We present two new constraint qualifications (CQs) that are weaker than the recently
introduced relaxed constant positive linear dependence (RCPLD) CQ. RCPLD is based on …
introduced relaxed constant positive linear dependence (RCPLD) CQ. RCPLD is based on …