Artículos de revistas
BOX-QUACAN and the implementation of Augmented Lagrangian algorithms for minimization with inequality constraints
Registro en:
Computational & Applied Mathematics. Springer Heidelberg, v. 19, n. 1, n. 31, n. 56, 2000.
1807-0302
WOS:000208766100002
Autor
Martinez, JM
Institución
Resumen
Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq) BOX-QUACAN is a trust-region box-constraint optimization software developed at the Applied Mathematics Department of the University of Campinas. During the last five years, it has been used for solving many practical and academic problems with box constraints and it has been incorporated as sub-algorithm of Augmented Lagrangian methods for minimization with equality constraints and bounds. In this paper it is described its use in connection with Augmented Lagrangian algorithms where inequality constraints are handled without the addition of slack variables. Numerical experiments comparing a modified exponential Lagrangian method and the most classical Augmented Lagrangian are presented. 19 1 31 56 PRONEX Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) FINEP Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq) FAEP-UNICAMP Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq) FAPESP [90-3724-6]