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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Bibliographic Details
Main Authors: Hao Zhang, Qin Ni
Format: Article
Language:English
Published: Wiley 2017-01-01
Series:Discrete Dynamics in Nature and Society
Online Access:http://dx.doi.org/10.1155/2017/6406514
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