Numerical study of augmented lagrangian algorithms for constrained global optimization

Detalhes bibliográficos
Autor(a) principal: Rocha, Ana Maria A. C.
Data de Publicação: 2011
Outros Autores: Fernandes, Edite Manuela da G. P.
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: http://hdl.handle.net/1822/15282
Resumo: To cite this article: Ana Maria A.C. Rocha & Edite M.G.P. Fernandes (2011): Numerical study of augmented Lagrangian algorithms for constrained global optimization, Optimization, 60:10-11, 1359-1378
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spelling Numerical study of augmented lagrangian algorithms for constrained global optimizationGlobal optimizationAugmented lagrangianElectromagnetism-like mechanismHeuristicsScience & TechnologyTo cite this article: Ana Maria A.C. Rocha & Edite M.G.P. Fernandes (2011): Numerical study of augmented Lagrangian algorithms for constrained global optimization, Optimization, 60:10-11, 1359-1378This article presents a numerical study of two augmented Lagrangian algorithms to solve continuous constrained global optimization problems. The algorithms approximately solve a sequence of bound constrained subproblems whose objective function penalizes equality and inequality constraints violation and depends on the Lagrange multiplier vectors and a penalty parameter. Each subproblem is solved by a population-based method that uses an electromagnetism-like (EM) mechanism to move points towards optimality. Three local search procedures are tested to enhance the EM algorithm. Benchmark problems are solved in a performance evaluation of the proposed augmented Lagrangian methodologies. A comparison with other techniques presented in the literature is also reported.Taylor and FrancisUniversidade do MinhoRocha, Ana Maria A. C.Fernandes, Edite Manuela da G. P.2011-122011-12-01T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleapplication/pdfhttp://hdl.handle.net/1822/15282eng0233-193410.1080/02331934.2011.628671http://www.tandfonline.com/info:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2024-05-11T05:40:36Zoai:repositorium.sdum.uminho.pt:1822/15282Portal AgregadorONGhttps://www.rcaap.pt/oai/openairemluisa.alvim@gmail.comopendoar:71602024-05-11T05:40:36Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse
dc.title.none.fl_str_mv Numerical study of augmented lagrangian algorithms for constrained global optimization
title Numerical study of augmented lagrangian algorithms for constrained global optimization
spellingShingle Numerical study of augmented lagrangian algorithms for constrained global optimization
Rocha, Ana Maria A. C.
Global optimization
Augmented lagrangian
Electromagnetism-like mechanism
Heuristics
Science & Technology
title_short Numerical study of augmented lagrangian algorithms for constrained global optimization
title_full Numerical study of augmented lagrangian algorithms for constrained global optimization
title_fullStr Numerical study of augmented lagrangian algorithms for constrained global optimization
title_full_unstemmed Numerical study of augmented lagrangian algorithms for constrained global optimization
title_sort Numerical study of augmented lagrangian algorithms for constrained global optimization
author Rocha, Ana Maria A. C.
author_facet Rocha, Ana Maria A. C.
Fernandes, Edite Manuela da G. P.
author_role author
author2 Fernandes, Edite Manuela da G. P.
author2_role author
dc.contributor.none.fl_str_mv Universidade do Minho
dc.contributor.author.fl_str_mv Rocha, Ana Maria A. C.
Fernandes, Edite Manuela da G. P.
dc.subject.por.fl_str_mv Global optimization
Augmented lagrangian
Electromagnetism-like mechanism
Heuristics
Science & Technology
topic Global optimization
Augmented lagrangian
Electromagnetism-like mechanism
Heuristics
Science & Technology
description To cite this article: Ana Maria A.C. Rocha & Edite M.G.P. Fernandes (2011): Numerical study of augmented Lagrangian algorithms for constrained global optimization, Optimization, 60:10-11, 1359-1378
publishDate 2011
dc.date.none.fl_str_mv 2011-12
2011-12-01T00:00:00Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/1822/15282
url http://hdl.handle.net/1822/15282
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv 0233-1934
10.1080/02331934.2011.628671
http://www.tandfonline.com/
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv Taylor and Francis
publisher.none.fl_str_mv Taylor and Francis
dc.source.none.fl_str_mv reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron:RCAAP
instname_str Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron_str RCAAP
institution RCAAP
reponame_str Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
collection Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
repository.name.fl_str_mv Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
repository.mail.fl_str_mv mluisa.alvim@gmail.com
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