Augmented Lagrangian Algorithms under Constraint Partitioning

Authors

You Xu, Washington University in St Louis
Yixin Chen, Washington University in St LouisFollow

Document Type

Technical Report

Department

Computer Science and Engineering

Publication Date

2009

Filename

wucse-2009-31.pdf

Technical Report Number

wucse-2009-31

Abstract

We present a novel constraint-partitioning approach for solving continuous nonlinear optimization based on augmented Lagrange method. In contrast to previous work, our approach is based on a new constraint partitioning theory and can handle global constraints. We employ a hyper-graph partitioning method to recognize the problem structure. We prove global convergence under assumptions that are much more relaxed than previous work and solve problems as large as 40,000 variables that other solvers such as IPOPT [11] cannot solve.

Comments

Permanent URL: http://dx.doi.org/10.7936/K7WD3XTH

Recommended Citation

Xu, You and Chen, Yixin, "Augmented Lagrangian Algorithms under Constraint Partitioning" Report Number: wucse-2009-31 (2009). All Computer Science and Engineering Research.
https://openscholarship.wustl.edu/cse_research/16