Convergence Properties of an Augmented Lagrangian Algorithm for Optimization with a Combination of General Equality and Linear Constraints.
Andrew R. ConnNicholas I. M. GouldAnnick SartenaerPhilippe L. TointPublished in: SIAM J. Optim. (1996)
Keyphrases
- optimization algorithm
- augmented lagrangian
- dynamic programming
- linear constraints
- convergence rate
- optimal solution
- constrained optimization problems
- optimization method
- np hard
- simulated annealing
- optimization problems
- constrained optimization
- optimization methods
- particle swarm optimization
- global convergence
- combinatorial optimization
- genetic algorithm
- worst case
- cost function
- high dimensional
- objective function