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(Reference retrieved automatically from Web of Science through information on FAPESP grant and its corresponding number as mentioned in the publication by the authors.)

Optimality properties of an Augmented Lagrangian method on infeasible problems

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Author(s):
Birgin, E. G. [1] ; Martinez, J. M. [2] ; Prudente, L. F. [3]
Total Authors: 3
Affiliation:
[1] Univ Sao Paulo, Dept Comp Sci, Inst Math & Stat, Sao Paulo, SP - Brazil
[2] Univ Estadual Campinas, Inst Math Stat & Sci Comp, Dept Appl Math, Campinas, SP - Brazil
[3] Univ Fed Goias, Inst Math & Stat, Goiania, Go - Brazil
Total Affiliations: 3
Document type: Journal article
Source: COMPUTATIONAL OPTIMIZATION AND APPLICATIONS; v. 60, n. 3, p. 609-631, APR 2015.
Web of Science Citations: 7
Abstract

Sometimes, the feasible set of an optimization problem that one aims to solve using a Nonlinear Programming algorithm is empty. In this case, two characteristics of the algorithm are desirable. On the one hand, the algorithm should converge to a minimizer of some infeasibility measure. On the other hand, one may wish to find a point with minimal infeasibility for which some optimality condition, with respect to the objective function, holds. Ideally, the algorithm should converge to a minimizer of the objective function subject to minimal infeasibility. In this paper the behavior of an Augmented Lagrangian algorithm with respect to those properties will be studied. (AU)

FAPESP's process: 13/07375-0 - CeMEAI - Center for Mathematical Sciences Applied to Industry
Grantee:Francisco Louzada Neto
Support Opportunities: Research Grants - Research, Innovation and Dissemination Centers - RIDC
FAPESP's process: 10/10133-0 - Cutting, packing, lot-sizing and scheduling problems and their integration in industrial and logistics settings
Grantee:Reinaldo Morabito Neto
Support Opportunities: Research Projects - Thematic Grants
FAPESP's process: 13/05475-7 - Computational methods in optimization
Grantee:Sandra Augusta Santos
Support Opportunities: Research Projects - Thematic Grants