Global Convergence of Augmented Lagrangian Methods Applied to Optimization Problems with Degenerate Constraints, Including Problems with Complementarity Constraints.
Alexey F. IzmailovMikhail V. SolodovE. I. UskovPublished in: SIAM J. Optim. (2012)
Keyphrases
- optimization problems
- optimization methods
- global convergence
- constrained optimization problems
- augmented lagrangian
- constrained optimization
- lagrange multipliers
- evolutionary algorithm
- convergence analysis
- augmented lagrangian method
- cost function
- linear programming problems
- global optimum
- convergence speed
- differential evolution
- nonlinear programming
- linear programming
- estimation problems
- wavelet transform
- multiresolution