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SIAMJO
2002
107views more  SIAMJO 2002»
13 years 4 months ago
A Globally Convergent Augmented Lagrangian Pattern Search Algorithm for Optimization with General Constraints and Simple Bounds
We give a pattern search method for nonlinearly constrained optimization that is an adaption of a bound constrained augmented Lagrangian method first proposed by Conn, Gould, and T...
Robert Michael Lewis, Virginia Torczon
SIAMSC
2008
147views more  SIAMSC 2008»
13 years 4 months ago
Global and Finite Termination of a Two-Phase Augmented Lagrangian Filter Method for General Quadratic Programs
We present a two-phase algorithm for solving large-scale quadratic programs (QPs). In the first phase, gradient-projection iterations approximately minimize an augmented Lagrangian...
Michael P. Friedlander, Sven Leyffer
ATAL
2009
Springer
13 years 11 months ago
Adaptive price update in distributed Lagrangian relaxation protocol
Distributed Lagrangian Relaxation Protocol (DisLRP) has been proposed to solve a distributed combinatorial maximization problem called the Generalized Mutual Assignment Problem (G...
Katsutoshi Hirayama, Toshihiro Matsui, Makoto Yoko...