Keyword: augmented Lagrangian

Found 4 papers in total
Handling infeasibility in a large‐scale nonlinear optimization algorithm
Handling infeasibility in a large‐scale nonlinear optimization algorithm
2012,
Practical Nonlinear Programming algorithms may converge to infeasible points. It is...
Computing equilibria in economies with incomplete markets, collateral and default penalties
Computing equilibria in economies with incomplete markets, collateral and default penalties
2013,
This article implements an Augmented Lagrangian algorithm to compute equilibria in a...
Primal and dual alternating direction algorithms for l1‐l1‐norm minimization problems in compressive sensing
Primal and dual alternating direction algorithms for l1‐l1‐norm minimization problems in compressive sensing
2013,
In this paper, we propose, analyze and test primal and dual versions of the...
Augmented Lagrangian functions for constrained optimization problems
Augmented Lagrangian functions for constrained optimization problems
2012,
In this paper, in order to obtain some existence results about solutions of the...
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