ON AUGMENTED LAGRANGIAN METHODS WITH GENERAL LOWER-LEVEL CONSTRAINTS

dc.creatorAndreani, R
dc.creatorBirgin, EG
dc.creatorMartinez, JM
dc.creatorSchuverdt, ML
dc.date2007
dc.date2014-11-14T01:34:58Z
dc.date2015-11-26T17:12:34Z
dc.date2014-11-14T01:34:58Z
dc.date2015-11-26T17:12:34Z
dc.date.accessioned2018-03-29T00:00:59Z
dc.date.available2018-03-29T00:00:59Z
dc.identifierSiam Journal On Optimization. Siam Publications, v. 18, n. 4, n. 1286, n. 1309, 2007.
dc.identifier1052-6234
dc.identifierWOS:000207940400008
dc.identifier10.1137/060654797
dc.identifierhttp://www.repositorio.unicamp.br/jspui/handle/REPOSIP/67595
dc.identifierhttp://www.repositorio.unicamp.br/handle/REPOSIP/67595
dc.identifierhttp://repositorio.unicamp.br/jspui/handle/REPOSIP/67595
dc.identifier.urihttp://repositorioslatinoamericanos.uchile.cl/handle/2250/1281362
dc.descriptionConselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
dc.descriptionFundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
dc.descriptionAugmented Lagrangian methods with general lower-level constraints are considered in the present research. These methods are useful when efficient algorithms exist for solving subproblems in which the constraints are only of the lower-level type. Inexact resolution of the lower-level constrained subproblems is considered. Global convergence is proved using the constant positive linear dependence constraint qualification. Conditions for boundedness of the penalty parameters are discussed. The resolution of location problems in which many constraints of the lower-level set are nonlinear is addressed, employing the spectral projected gradient method for solving the subproblems. Problems of this type with more than 3 x 10(6) variables and 14 x 10(6) constraints are solved in this way, using moderate computer time. All the codes are available at http://www.ime.usp.br/similar to egbirgin/tango/.
dc.description18
dc.description4
dc.description1286
dc.description1309
dc.descriptionConselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
dc.descriptionFundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
dc.descriptionConselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
dc.descriptionFundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
dc.descriptionCNPq [PRONEX - CNPq / FAPERJ E-26 / 171.164/2003 - APQ1]
dc.descriptionFAPESP [2001/04597-4, 2002/00832-1, 2003/09169-6]
dc.languageen
dc.publisherSiam Publications
dc.publisherPhiladelphia
dc.publisherEUA
dc.relationSiam Journal On Optimization
dc.relationSIAM J. Optim.
dc.rightsaberto
dc.sourceWeb of Science
dc.subjectnonlinear programming
dc.subjectaugmented Lagrangian methods
dc.subjectglobal convergence
dc.subjectconstraint qualifications
dc.subjectnumerical experiments
dc.titleON AUGMENTED LAGRANGIAN METHODS WITH GENERAL LOWER-LEVEL CONSTRAINTS
dc.typeArtículos de revistas


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