| Full text | |
| Author(s): |
Birgin, E. G.
;
Bueno, L. F.
;
Martinez, J. M.
Total Authors: 3
|
| Document type: | Journal article |
| Source: | COMPUTATIONAL OPTIMIZATION AND APPLICATIONS; v. 65, n. 3, p. 699-721, DEC 2016. |
| Web of Science Citations: | 4 |
| Abstract | |
A novel idea is proposed for solving optimization problems with equality constraints and bounds on the variables. In the spirit of sequential quadratic programming and sequential linearly-constrained programming, the new proposed approach approximately solves, at each iteration, an equality-constrained optimization problem. The bound constraints are handled in outer iterations by means of an augmented Lagrangian scheme. Global convergence of the method follows from well-established nonlinear programming theories. Numerical experiments are presented. (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: | 13/05475-7 - Computational methods in optimization |
| Grantee: | Sandra Augusta Santos |
| Support Opportunities: | Research Projects - Thematic Grants |
| FAPESP's process: | 15/02528-8 - Newton-type methods for linear and nonlinear optimization |
| Grantee: | Luis Felipe Cesar da Rocha Bueno |
| Support Opportunities: | Regular Research Grants |
| 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: | 13/03447-6 - Combinatorial structures, optimization, and algorithms in theoretical Computer Science |
| Grantee: | Carlos Eduardo Ferreira |
| Support Opportunities: | Research Projects - Thematic Grants |