Practical Augmented Lagrangian Methods for Constrained Optimization

Ernesto Birgin is a professor in the Department of Computer Science at the Institute of Mathematics and Statistics of the University of Sao Paulo. He is a member of the editorial boards of the Journal of Global Optimization, Computational and Applied Mathematics, the Bulletin of Computational Applied Mathematics, Pesquisa Operacional, and Trends in Applied and Computational Mathematics. He has published over 50 papers on computational optimization and applications. Jose Mario Martinez is a professor in the Department of Applied Mathematics at the University of Campinas, Brazil. He is a member of the Brazilian Academy of Sciences, former Editor in Chief of Computational and Applied Mathematics, a member of the editorial board of Numerical Algorithms, and the author of over 150 papers on numerical mathematics, optimization, and applications.

Preface; Nomenclature; 1. Introduction; 2. Practical motivations; 3. Optimality conditions; 4. Model augmented Lagrangian algorithm; 5. Global minimization approach; 6. General affordable algorithms; 7. Boundedness of the penalty parameters; 8. Solving unconstrained subproblems; 9. Solving constrained subproblems; 10. First approach to Algencan; 11. Adequate choice of subroutines; 12. Making a good choice of algorithmic options and parameters; 13. Practical examples; 14. Final remarks; Bibliography; Author index; Subject index.