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SIAMJO
2002
107views more  SIAMJO 2002»
13 years 5 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 5 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
14 years 1 days 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...