Abstract
In this paper we consider a new augmented Lagrangian function which allows to solve equality constrained optimization problems by a single unconstrained minimization. The main computational problems arising in the minimization of the augmented Lagrangian are discussed and a procedure for the automatic selection of the penalty coefficient is described. Numerical results obtained for a set of standard test problems are reported.
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References
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Pillo, G.D., Grippo, L., Lampariello, F. (1980). A method for solving equality constrained optimization problems by unconstrained minimization. In: Iracki, K., Malanowski, K., Walukiewicz, S. (eds) Optimization Techniques. Lecture Notes in Control and Information Sciences, vol 23. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0006592
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DOI: https://doi.org/10.1007/BFb0006592
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