Augmented Lagrangian Method for Nonlinear Programming with many Complex Constraints

Xiao Wei Jiang; Yue Ting Yang; Yun Long Lu

doi:10.4028/www.scientific.net/AMR.989-994.2398

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HomeAdvanced Materials ResearchAdvanced Materials Research Vols. 989-994Augmented Lagrangian Method for Nonlinear...

Augmented Lagrangian Method for Nonlinear Programming with many Complex Constraints

Abstract:

A method of multiplier is presented for solving optimization problems. For large-scale constraint problems, combining the active set strategy, we use the aggregate function to approximate the max-value function. Only a few of functions are involved at each iteration, so the computation for gradient is significantly reduced. The numerical results show that the method is effective.

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Periodical:

Advanced Materials Research (Volumes 989-994)

Pages:

2398-2401

DOI:

https://doi.org/10.4028/www.scientific.net/AMR.989-994.2398

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Online since:

July 2014

Authors:

Xiao Wei Jiang, Yue Ting Yang*, Yun Long Lu

Keywords:

Active Set, Aggregate Function, Multiplier Method, Optimization

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* - Corresponding Author

References

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