Title of Paper:A New Augmented Lagrangian Method for Equality Constrained Optimization with Simple Unconstrained Subproblem

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Affiliation of Author(s):理学院

Journal:DISCRETE DYNAMICS IN NATURE AND SOCIETY

Key Words:SIMPLE BOUNDS ALGORITHM CONVERGENCE

Abstract:We propose a new method for equality constrained optimization based on augmented Lagrangian method. We construct an unconstrained subproblem by adding an adaptive quadratic term to the quadratic model of augmented Lagrangian function. In each iteration, we solve this unconstrained subproblem to obtain the trial step. Themain feature of this work is that the subproblem can be more easily solved. Numerical results show that this method is effective.

ISSN No.:1026-0226

Translation or Not:no

Date of Publication:2017-01-01

Co-author:张浩,zhanghao

Correspondence Author:张浩,nq,zhanghao