Stabilized optimization via an NCL algorithm

DOI10.1007/978-3-319-90026-1_8zbMath1461.65174OpenAlexW2805409131MaRDI QIDQ1627491

Michael A. Saunders, Kenneth L. Judd, Ding Ma, Dominique Orban

Publication date: 30 November 2018

Full work available at URL: https://doi.org/10.1007/978-3-319-90026-1_8

zbMATH Keywords

augmented Lagrangianwarm startinterior methodLICQBCLNCLstabilized optimization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Software, source code, etc. for problems pertaining to operations research and mathematical programming (90-04)

Related Items (1)

Constrained composite optimization and augmented Lagrangian methods

Uses Software

• KNITRO
• LANCELOT
• SNOPT
• AMPL
• Ipopt

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