Artículos de revistas
Sequential Equality-constrained Optimization For Nonlinear Programming
Registro en:
Computationall Optimization And Applications. Springer, v. 65, p. 699 - 721, 2016.
0926-6003
1573-2894
WOS:000387773500006
10.1007/s10589-016-9849-6
Autor
Birgin
E. G.; Bueno
L. F.; Martinez
J. M.
Institución
Resumen
Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq) Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq) A novel idea is proposed for solving optimization problems with equality constraints and bounds on the variables. In the spirit of sequential quadratic programming and sequential linearly-constrained programming, the new proposed approach approximately solves, at each iteration, an equality-constrained optimization problem. The bound constraints are handled in outer iterations by means of an augmented Lagrangian scheme. Global convergence of the method follows from well-established nonlinear programming theories. Numerical experiments are presented. 65 3 699 721 PRONEX-CNPq/FAPERJ [E-26/111.449/2010-APQ1] FAPESP [2010/10133-0, 2013/03447-6, 2013/05475-7, 2013/07375-0, 2015/02528-8] CNPq [309517/2014-1, 303750/2014-6] Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq) Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)