Practical Augmented Lagrangian Methods for Constrained Optimization

摘要: This book focuses on Augmented Lagrangian techniques for solving practical constrained optimization problems. The authors rigorously delineate mathematical convergence theory based sequential optimality conditions and novel constraint qualifications. They also orient the to practitioners by giving priority results that provide insight behavior of algorithms providing geometrical algorithmic interpretations every result, they fully describe a freely available computational package illustrate its usefulness with applications. Audience: is aimed at engineers, physicists, chemists, other interested in full access comprehensive well-documented software large-scale as well up-to-date consequences. It will be interest graduate advanced undergraduate students mathematics, computer science, applied optimization, numerical analysis.