An oracle penalty and modified augmented Lagrangian methods with firefly algorithm for constrained optimization problems

2017 ◽  
Vol 20 (2) ◽  
pp. 985-1010 ◽  
Author(s):  
Umesh Balande ◽  
Deepti Shrimankar
Keyword(s):  
Constrained Optimization ◽  
Firefly Algorithm ◽  
Augmented Lagrangian ◽  
Optimization Problems ◽  
Augmented Lagrangian Methods ◽  
Constrained Optimization Problems ◽  
Lagrangian Methods ◽  
Modified Augmented Lagrangian Methods

scholarly journals An Augmented Lagrangian Method for Cardinality-Constrained Optimization Problems

2021 ◽  
Author(s):  
Christian Kanzow ◽  
Andreas B. Raharja ◽  
Alexandra Schwartz
Keyword(s):  
Constrained Optimization ◽  
Numerical Experiments ◽  
Penalty Method ◽  
Augmented Lagrangian ◽  
Constraint Qualification ◽  
Optimization Problems ◽  
Augmented Lagrangian Method ◽  
Constrained Optimization Problems ◽  
Strongly Stationary ◽  
Type Constraint

AbstractA reformulation of cardinality-constrained optimization problems into continuous nonlinear optimization problems with an orthogonality-type constraint has gained some popularity during the last few years. Due to the special structure of the constraints, the reformulation violates many standard assumptions and therefore is often solved using specialized algorithms. In contrast to this, we investigate the viability of using a standard safeguarded multiplier penalty method without any problem-tailored modifications to solve the reformulated problem. We prove global convergence towards an (essentially strongly) stationary point under a suitable problem-tailored quasinormality constraint qualification. Numerical experiments illustrating the performance of the method in comparison to regularization-based approaches are provided.

Sign in / Sign up

Export Citation Format

Share Document