Please use this identifier to cite or link to this item: http://repositorio.unicamp.br/jspui/handle/REPOSIP/1074
Type: Artigo de periódico
Title: Global minimization using an Augmented Lagrangian method with variable lower-level constraints
Author: BIRGIN, E. G.
FLOUDAS, C. A.
MARTINEZ, J. M.
Abstract: A novel global optimization method based on an Augmented Lagrangian framework is introduced for continuous constrained nonlinear optimization problems. At each outer iteration k the method requires the epsilon(k)-global minimization of the Augmented Lagrangian with simple constraints, where epsilon(k) -> epsilon. Global convergence to an epsilon-global minimizer of the original problem is proved. The subproblems are solved using the alpha BB method. Numerical experiments are presented.
Country: Estados Unidos
Editor: SPRINGER
Citation: MATHEMATICAL PROGRAMMING, v.125, n.1, p.139-162, 2010
Rights: fechado
Identifier DOI: 10.1007/s10107-009-0264-y
Address: http://dx.doi.org/10.1007/s10107-009-0264-y
http://apps.isiknowledge.com/InboundService.do?Func=Frame&product=WOS&action=retrieve&SrcApp=EndNote&UT=000281761500007&Init=Yes&SrcAuth=ResearchSoft&mode=FullRecord
Date Issue: 2010
Appears in Collections:IMECC - Artigos e Outros Documentos

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