Practical Augmented Lagrangian Methods for Constrained Optimization
Download or Read eBook Practical Augmented Lagrangian Methods for Constrained Optimization PDF written by Ernesto G. Birgin and published by SIAM. This book was released on 2014-04-30 with total page 222 pages. Available in PDF, EPUB and Kindle.
| Author | : Ernesto G. Birgin |
| Publisher | : SIAM |
| Total Pages | : 222 |
| Release | : 2014-04-30 |
| ISBN-10 | : 9781611973358 |
| ISBN-13 | : 161197335X |
| Rating | : 4/5 (58 Downloads) |
Book Synopsis Practical Augmented Lagrangian Methods for Constrained Optimization by : Ernesto G. Birgin
Book excerpt: 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.
