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TitleA stochastic augmented Lagrangian equality constrained-based algorithm for global optimization
Author(s)Rocha, Ana Maria A. C.
Fernandes, Edite Manuela da G. P.
KeywordsGlobal optimization
Augmented Lagrangian
Electromagnetism-like mechanism
Issue date2010
PublisherAIP Publishing
JournalAIP Conference Proceedings
Abstract(s)This paper presents a numerical study of a stochastic augmented Lagrangian algorithm to solve continuous constrained global optimization problems. The algorithm approximately solves 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 mechanism to move points towards optimality. A comparison with another stochastic technique is also reported.
TypeConference paper
Publisher version
AccessOpen access
Appears in Collections:LES/ALG - Capítulos de livros

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