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Global minimization using an Augmented Lagrangian method with variable lowerlevel constraints
, 2007
"... A novel global optimization method based on an Augmented Lagrangian framework is introduced for continuous constrained nonlinear optimization problems. At each outer iteration k the method requires the εkglobal minimization of the Augmented Lagrangian with simple constraints, where εk → ε. Global c ..."
Abstract

Cited by 21 (1 self)
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A novel global optimization method based on an Augmented Lagrangian framework is introduced for continuous constrained nonlinear optimization problems. At each outer iteration k the method requires the εkglobal minimization of the Augmented Lagrangian with simple constraints, where εk → ε. Global convergence to an εglobal minimizer of the original problem is proved. The subproblems are solved using the αBB method. Numerical experiments are presented.
Global Nonlinear Programming with possible infeasibility and finite termination
, 2012
"... In a recent paper, Birgin, Floudas and Martínez introduced an augmented Lagrangian method for global optimization. In their approach, augmented Lagrangian subproblems are solved using the αBB method and convergence to global minimizers was obtained assuming feasibility of the original problem. In th ..."
Abstract

Cited by 1 (0 self)
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In a recent paper, Birgin, Floudas and Martínez introduced an augmented Lagrangian method for global optimization. In their approach, augmented Lagrangian subproblems are solved using the αBB method and convergence to global minimizers was obtained assuming feasibility of the original problem. In the present research, the algorithm mentioned above will be improved in several crucial aspects. On the one hand, feasibility of the problem will not be required. Possible infeasibility will be detected in finite time by the new algorithms and optimal infeasibility results will be proved. On the other hand, finite termination results thatguaranteeoptimalityand/orfeasibilityuptoanyrequiredprecisionwillbeprovided. An adaptive modification in which subproblem tolerances depend on current feasibility and complementarity will also be given. The adaptive algorithm allows the augmented Lagrangian subproblems to be solved without requiring unnecessary potentially high precisions in the intermediate steps of the method, which improves the overall efficiency. Experiments showing how the new algorithms and results are related to practical computations will be given.
A simplicial branchandbound algorithm for productiontransportation problems with inseparable concave production cost
 Journal of the Operations Research Society of Japan
"... Abstract In this paper, we develop a branchandbound algorithm to solve a network flow problem of optimizing production and transportation simultaneously. The production cost is assumed to be a concave function in light of scale economy. The proposed algorithm generates a globally optimal solution ..."
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Cited by 1 (1 self)
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Abstract In this paper, we develop a branchandbound algorithm to solve a network flow problem of optimizing production and transportation simultaneously. The production cost is assumed to be a concave function in light of scale economy. The proposed algorithm generates a globally optimal solution to this nonconvex minimization problem in finite time, without assuming the separability of the productioncost function unlike existing algorithms. We also report some computational results, which indicate that the algorithm is fairly promising for practical use.
Augmented Lagrangians with possible infeasibility and finite termination for global nonlinear programming
, 2012
"... In a recent paper, Birgin, Floudas and Martínez introduced an augmented Lagrangian method for global optimization. In their approach, augmented Lagrangian subproblems are solved using the αBB method and convergence to global minimizers was obtained assuming feasibility of the original problem. In th ..."
Abstract
 Add to MetaCart
In a recent paper, Birgin, Floudas and Martínez introduced an augmented Lagrangian method for global optimization. In their approach, augmented Lagrangian subproblems are solved using the αBB method and convergence to global minimizers was obtained assuming feasibility of the original problem. In the present research, the algorithm mentioned above will be improved in several crucial aspects. On the one hand, feasibility of the problem will not be required. Possible infeasibility will be detected in finite time by the new algorithms and optimal infeasibility results will be proved. On the other hand, finite termination results that guarantee optimality and/or feasibility up to any required precision will be provided. An adaptive modification in which subproblem tolerances depend on current feasibility and complementarity will also be given. The adaptive algorithm allows the augmented Lagrangian subproblems to be solved without requiring unnecessary potentially high precisions in the intermediate steps of the method, which improves the overall efficiency. Experiments showing how the new algorithms and results are related to practical computations will be given.
Global minimization using an Augmented Lagrangian method
, 2007
"... with variable lowerlevel constraints ..."
Global minimization using an Augmented Lagrangian method with variable lowerlevel constraints
, 2007
"... A novel global optimization method based on an Augmented Lagrangian framework is introduced for continuous constrained nonlinear optimization problems. At each outer iteration k the method requires the εkglobal minimization of the Augmented Lagrangian with simple constraints, where εk → ε. Global c ..."
Abstract
 Add to MetaCart
A novel global optimization method based on an Augmented Lagrangian framework is introduced for continuous constrained nonlinear optimization problems. At each outer iteration k the method requires the εkglobal minimization of the Augmented Lagrangian with simple constraints, where εk → ε. Global convergence to an εglobal minimizer of the original problem is proved. The subproblems are solved using the αBB method. Numerical experiments are presented. Key words: deterministic global optimization, Augmented Lagrangians, nonlinear programming, algorithms, numerical experiments. 1
Global minimization using an Augmented Lagrangian method with variable lowerlevel constraints
, 2006
"... A novel global optimization method based on an Augmented Lagrangian framework is introduced for continuous constrained nonlinear optimization problems. At each outer iteration the method requires the εglobal minimization of the Augmented Lagrangian with simple constraints. Global convergence to an ..."
Abstract
 Add to MetaCart
A novel global optimization method based on an Augmented Lagrangian framework is introduced for continuous constrained nonlinear optimization problems. At each outer iteration the method requires the εglobal minimization of the Augmented Lagrangian with simple constraints. Global convergence to an εglobal minimizer of the original problem is proved. The subproblems are solved using the αBB method. Numerical experiments are presented. Key words: deterministic global optimization, Augmented Lagrangians, nonlinear programming, algorithms, numerical experiments. 1