A New Augmented Lagrangian Method for Equality Constrained Optimization with Simple Unconstrained Subproblem

被引:0
|
作者
Zhang, Hao [1 ,2 ]
Ni, Qin [1 ]
机构
[1] Nanjing Univ Aeronaut & Astronaut, Coll Sci, Nanjing 210016, Jiangsu, Peoples R China
[2] Nanjing Agr Univ, Coll Engn, Nanjing 210031, Jiangsu, Peoples R China
关键词
ALGORITHM; CONVERGENCE;
D O I
10.1155/2017/6406514
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
We propose a new method for equality constrained optimization based on augmented Lagrangian method. We construct an unconstrained subproblem by adding an adaptive quadratic term to the quadratic model of augmented Lagrangian function. In each iteration, we solve this unconstrained subproblem to obtain the trial step. Themain feature of this work is that the subproblem can be more easily solved. Numerical results show that this method is effective.
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页数:9
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