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TitleNumerical study of augmented lagrangian algorithms for constrained global optimization
Author(s)Rocha, Ana Maria A. C.
Fernandes, Edite Manuela da G. P.
KeywordsGlobal optimization
Augmented lagrangian
Electromagnetism-like mechanism
Issue dateDec-2011
PublisherTaylor & Francis
Abstract(s)This 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.
DescriptionTo 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
Publisher version
AccessOpen access
Appears in Collections:LES/ALG - Artigos em revistas científicas internacionais com arbitragem

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