| Full text | |
| Author(s): |
Total Authors: 2
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| Affiliation: | [1] Univ Sao Paulo, Inst Math & Stat, Dept Comp Sci, Rua Matao 1010, Cidade Univ, BR-05508090 Sao Paulo, SP - Brazil
[2] Univ Estadual Campinas, Inst Math Stat & Sci Comp, Dept Appl Math, Campinas - Brazil
Total Affiliations: 2
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| Document type: | Journal article |
| Source: | OPTIMIZATION METHODS & SOFTWARE; v. 35, n. 5, SI, p. 885-920, SEP 2 2020. |
| Web of Science Citations: | 7 |
| Abstract | |
Algencan is a well established safeguarded Augmented Lagrangian algorithm introduced in {[}R. Andreani, E. G. Birgin, J. M. Martinez, and M. L. Schuverdt, On Augmented Lagrangian methods with general lower-level constraints, SIAM J. Optim. 18 (2008), pp. 1286-1309]. Complexity results that report its worst-case behaviour in terms of iterations and evaluations of functions and derivatives that are necessary to obtain suitable stopping criteria are presented in this work. In addition, its computational performance considering all problems from the CUTEst collection is presented, which shows that it is a useful tool for solving large-scale constrained optimization problems. (AU) | |
| FAPESP's process: | 18/24293-0 - Computational methods in optimization |
| Grantee: | Sandra Augusta Santos |
| Support Opportunities: | Research Projects - Thematic Grants |
| 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: | 16/01860-1 - Cutting, packing, lot-sizing, scheduling, routing and location problems and their integration in industrial and logistics settings |
| Grantee: | Reinaldo Morabito Neto |
| Support Opportunities: | Research Projects - Thematic Grants |