An adaptive augmented Lagrangian method for large-scale constrained optimization

DOI10.1007/s10107-014-0784-yzbMath1323.49015OpenAlexW2028066028MaRDI QIDQ494324

Daniel P. Robinson, Hao Jiang, Frank E. Curtis

Publication date: 31 August 2015

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-014-0784-y

zbMATH Keywords

large-scale optimizationnonconvex optimizationmatrix-free methodsaugmented Lagrangian methodsteering methods

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30) Numerical methods involving duality (49M29) Numerical optimization and variational techniques (65K10) Numerical methods based on necessary conditions (49M05) Numerical methods based on nonlinear programming (49M37)

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Uses Software

• LANCELOT
• SNOPT
• CUTEr
• CPLEX
• SifDec
• PENNON
• COPS
• RecPF

Cites Work

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