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...
| Үндсэн зохиолчид: | , |
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| Формат: | Report |
| Хэвлэсэн: |
Unspecified
2008
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