A Globally Convergent Augmented Lagrangian Pattern Search Algorithm for Optimization with General Constraints and Simple Bounds.
Robert Michael LewisVirginia TorczonPublished in: SIAM J. Optim. (2002)
Keyphrases
- augmented lagrangian
- globally convergent
- constrained optimization
- search algorithm
- constrained optimization problems
- linear programming problems
- lagrange multipliers
- convex optimization
- total variation
- image denoising
- penalty function
- objective function
- special case
- lower bound
- autocalibration
- global convergence
- regularization term
- upper bound
- linear program
- linear programming
- optimization problems
- multiple objectives
- variational inequalities
- branch and bound
- search space
- computer vision
- worst case
- primal dual
- differential evolution
- evolutionary algorithm
- video sequences
- newton method