Global minimization using an Augmented Lagrangian method with variable lower-level constraints (2007)
by
Ernesto G. Birgin , et al.
| Citations: | 16 - 1 self |
BibTeX
@MISC{Birgin07globalminimization,
author = {Ernesto G. Birgin and et al.},
title = {Global minimization using an Augmented Lagrangian method with variable lower-level constraints},
year = {2007}
}
Bookmark
 |
 |
 |
 |
 |
 |
OpenURL
Abstract
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 εk-global minimization of the Augmented Lagrangian with simple constraints, where εk → ε. Global convergence to an ε-global minimizer of the original problem is proved. The subproblems are solved using the αBB method. Numerical experiments are presented.
