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A New Augmented Lagrangian Method for Equality Constrained Optimization with Simple Unconstrained Subproblem
Joint Authors
Source
Discrete Dynamics in Nature and Society
Issue
Vol. 2017, Issue 2017 (31 Dec. 2017), pp.1-9, 9 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2017-10-19
Country of Publication
Egypt
No. of Pages
9
Main Subjects
Abstract EN
We propose a new method for equality constrained optimization based on augmented Lagrangian method.
We construct an unconstrained subproblem by adding an adaptive quadratic term to the quadratic model of augmented Lagrangian function.
In each iteration, we solve this unconstrained subproblem to obtain the trial step.
The main feature of this work is that the subproblem can be more easily solved.
Numerical results show that this method is effective.
American Psychological Association (APA)
Zhang, Hao& Ni, Qin. 2017. A New Augmented Lagrangian Method for Equality Constrained Optimization with Simple Unconstrained Subproblem. Discrete Dynamics in Nature and Society،Vol. 2017, no. 2017, pp.1-9.
https://search.emarefa.net/detail/BIM-1151653
Modern Language Association (MLA)
Zhang, Hao& Ni, Qin. A New Augmented Lagrangian Method for Equality Constrained Optimization with Simple Unconstrained Subproblem. Discrete Dynamics in Nature and Society No. 2017 (2017), pp.1-9.
https://search.emarefa.net/detail/BIM-1151653
American Medical Association (AMA)
Zhang, Hao& Ni, Qin. A New Augmented Lagrangian Method for Equality Constrained Optimization with Simple Unconstrained Subproblem. Discrete Dynamics in Nature and Society. 2017. Vol. 2017, no. 2017, pp.1-9.
https://search.emarefa.net/detail/BIM-1151653
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1151653