Back to Search
Start Over
ON THE CONVERGENCE OF AUGMENTED LAGRANGIAN METHODS FOR CONSTRAINED GLOBAL OPTIMIZATION.
- Source :
-
SIAM Journal on Optimization . 2007, Vol. 18 Issue 4, p1209-1230. 22p. - Publication Year :
- 2007
-
Abstract
- In this paper, we present new convergence properties of the primal-dual method based on four types of augmented Lagrangian functions in the context of constrained global optimization. Convergence to a global optimal solution is first established for a basic primal-dual scheme under standard conditions. We then prove this convergence property for a modified augmented Lagrangian method using a safeguarding strategy without appealing to the boundedness assumption of the multiplier sequence. We further show that, under the same weaker conditions, the convergence to a global optimal solution can still be achieved by either modifying the multiplier updating rule or normalizing the multipliers in augmented Lagrangian methods. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 10526234
- Volume :
- 18
- Issue :
- 4
- Database :
- Academic Search Index
- Journal :
- SIAM Journal on Optimization
- Publication Type :
- Academic Journal
- Accession number :
- 27827240
- Full Text :
- https://doi.org/10.1137/060667086