A New Augmented Lagrangian Method for Equality Constrained Optimization with Simple Unconstrained Subproblem
We propose a new method for equality constrained optimization based on augmented Lagrangian method. We construct an unconstrained subproblem by adding an adaptive quadratic term to the quadratic model of augmented Lagrangian function. In each iteration, we solve this unconstrained subproblem to obta...
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| Format: | Article |
| Language: | English |
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Wiley
2017-01-01
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| Series: | Discrete Dynamics in Nature and Society |
| Online Access: | http://dx.doi.org/10.1155/2017/6406514 |
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| _version_ | 1832554158428782592 |
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| author | Hao Zhang Qin Ni |
| author_facet | Hao Zhang Qin Ni |
| author_sort | Hao Zhang |
| collection | DOAJ |
| description | We propose a new method for equality constrained optimization based on augmented Lagrangian method. We construct an unconstrained subproblem by adding an adaptive quadratic term to the quadratic model of augmented Lagrangian function. In each iteration, we solve this unconstrained subproblem to obtain the trial step. The main feature of this work is that the subproblem can be more easily solved. Numerical results show that this method is effective. |
| format | Article |
| id | doaj-art-7a87340a26864f4eb9e0f65822b69f1b |
| institution | Kabale University |
| issn | 1026-0226 1607-887X |
| language | English |
| publishDate | 2017-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Discrete Dynamics in Nature and Society |
| spelling | doaj-art-7a87340a26864f4eb9e0f65822b69f1b2025-02-03T05:52:17ZengWileyDiscrete Dynamics in Nature and Society1026-02261607-887X2017-01-01201710.1155/2017/64065146406514A New Augmented Lagrangian Method for Equality Constrained Optimization with Simple Unconstrained SubproblemHao Zhang0Qin Ni1College of Science, Nanjing University of Aeronautics and Astronautics, Nanjing 210016, ChinaCollege of Science, Nanjing University of Aeronautics and Astronautics, Nanjing 210016, ChinaWe propose a new method for equality constrained optimization based on augmented Lagrangian method. We construct an unconstrained subproblem by adding an adaptive quadratic term to the quadratic model of augmented Lagrangian function. In each iteration, we solve this unconstrained subproblem to obtain the trial step. The main feature of this work is that the subproblem can be more easily solved. Numerical results show that this method is effective.http://dx.doi.org/10.1155/2017/6406514 |
| spellingShingle | Hao Zhang Qin Ni A New Augmented Lagrangian Method for Equality Constrained Optimization with Simple Unconstrained Subproblem Discrete Dynamics in Nature and Society |
| title | A New Augmented Lagrangian Method for Equality Constrained Optimization with Simple Unconstrained Subproblem |
| title_full | A New Augmented Lagrangian Method for Equality Constrained Optimization with Simple Unconstrained Subproblem |
| title_fullStr | A New Augmented Lagrangian Method for Equality Constrained Optimization with Simple Unconstrained Subproblem |
| title_full_unstemmed | A New Augmented Lagrangian Method for Equality Constrained Optimization with Simple Unconstrained Subproblem |
| title_short | A New Augmented Lagrangian Method for Equality Constrained Optimization with Simple Unconstrained Subproblem |
| title_sort | new augmented lagrangian method for equality constrained optimization with simple unconstrained subproblem |
| url | http://dx.doi.org/10.1155/2017/6406514 |
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