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Practical Augmented Lagrangian Methods for Constrained Optimization
Ernesto G. BirginJosŸ Mario Martinez
出版SIAM, 2014-04-30
主題Mathematics / OptimizationScience / Physics / Mathematical & ComputationalComputers / Programming / ParallelComputers / Programming / AlgorithmsComputers / Computer SimulationMathematics / AppliedMathematics / Numerical Analysis
ISBN161197335X9781611973358
URLhttp://books.google.com.hk/books?id=xw1_AwAAQBAJ&hl=&source=gbs_api
EBookSAMPLE
註釋This book focuses on Augmented Lagrangian techniques for solving practical constrained optimization problems. The authors rigorously delineate mathematical convergence theory based on sequential optimality conditions and novel constraint qualifications. They also orient the book to practitioners by giving priority to results that provide insight on the practical behavior of algorithms and by providing geometrical and algorithmic interpretations of every mathematical result, and they fully describe a freely available computational package for constrained optimization and illustrate its usefulness with applications.