RT Conference Proceedings
T1 On optimization over a polyhedral set and Augmented Lagrangians.
A1 Hendrix, Eligius María Theodorus
A1 Guerrero-García, Pablo
A1 Rocha, Ana Maria A.C.
K1 Lagrange, Funciones de
K1 Programación lineal
AB Linear constraints have a long tradition in optimization problems. It means that the feasible set is a polyhedral set or can be described as a polytope. In Global Optimization,we use the characteristics to derive specific algorithms. In our contribution,wewill focus on the so-called Augmented Lagrangian approach where constraints are captured in Lagrangian terms and penalties.We show some first numerical analysis with the easiest case of having a linear objective.
PB Kungliga Tekniska högskolan
YR 2025
FD 2025
LK https://hdl.handle.net/10630/39832
UL https://hdl.handle.net/10630/39832
LA eng
DS RIUMA. Repositorio Institucional de la Universidad de Málaga
RD 20 ene 2026