Practical Augmented Lagrangian Methods for Constrained Optimization
Author: Ernesto G. Birgin
Publisher: SIAM
Published: 2014-04-30
Total Pages: 222
ISBN-13: 1611973368
DOWNLOAD EBOOK →This book focuses on Augmented Lagrangian techniques for solving practical constrained optimization problems. The authors: rigorously delineate mathematical convergence theory based on sequential optimality conditions and novel constraint qualifications; orient the book to practitioners by giving priority to results that provide insight on the practical behavior of algorithms and by providing geometrical and algorithmic interpretations of every mathematical result; and fully describe a freely available computational package for constrained optimization and illustrate its usefulness with applications.