A modified augmented Lagrangian method for a class of constrained problems

M. H.B.M. Shariff; J. R. Dormand

doi:10.1016/S0377-0427(02)00813-0

A modified augmented Lagrangian method for a class of constrained problems

M. H.B.M. Shariff, J. R. Dormand

Mathematics

Teesside University

Research output: Contribution to journal › Article › peer-review

5 Scopus citations

Abstract

A modified augmented Lagrangian method for a class of constrained problems is presented. The class of constraints discussed in this paper are linear equality constraints which, depending on a value of a parameter, are "exactly" or "nearly" satisfied. The proposed iterative method for indefinite systems is suitable for large scale problems, parallel processing and distributed computing. The class of problems is defined and convergent analyses of the method are discussed. A numerical test is done to justify the proposed method.

Original language	British English
Pages (from-to)	257-270
Number of pages	14
Journal	Journal of Computational and Applied Mathematics
Volume	151
Issue number	2
DOIs	https://doi.org/10.1016/S0377-0427(02)00813-0
State	Published - 15 Feb 2003

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10.1016/S0377-0427(02)00813-0

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AB - A modified augmented Lagrangian method for a class of constrained problems is presented. The class of constraints discussed in this paper are linear equality constraints which, depending on a value of a parameter, are "exactly" or "nearly" satisfied. The proposed iterative method for indefinite systems is suitable for large scale problems, parallel processing and distributed computing. The class of problems is defined and convergent analyses of the method are discussed. A numerical test is done to justify the proposed method.

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A modified augmented Lagrangian method for a class of constrained problems

Abstract

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