Ask a Question

Prefer a chat interface with context about you and your work?

A globally convergent Lagrangian barrier algorithm for optimization with general inequality constraints and simple bounds

A globally convergent Lagrangian barrier algorithm for optimization with general inequality constraints and simple bounds

We consider the global and local convergence properties of a class of Lagrangian barrier methods for solving nonlinear programming problems. In such methods, simple bound constraints may be treated separately from more general constraints. The objective and general constraint functions are combined in a Lagrangian barrier function. A sequence of …