A New Augmented Lagrangian Method for Equality Constrained Optimization with Simple Unconstrained Subproblem
点击次数：
所属单位：理学院
发表刊物：DISCRETE DYNAMICS IN NATURE AND SOCIETY
关键字：SIMPLE BOUNDS ALGORITHM CONVERGENCE
摘要：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号：1026-0226
是否译文：否
发表时间：2017-01-01
合写作者：张浩,张浩
通讯作者：张浩,倪勤,张浩