A Primal-Dual Augmented Lagrangian

A Primal-Dual Augmented Lagrangian

Nonlinearly constrained optimization problems can be solved by minimizing a sequence of simpler unconstrained or linearly constrained subproblems. In this paper, we discuss the formulation of subproblems in which the objective is a primal-dual generalization of the Hestenes-Powell augmented Lagrangi...

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Bibliographic Details
Main Authors:	Gill, P, Robinson, D
Format:	Report
Published:	Unspecified 2008

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