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比利时vs摩洛哥足彩 ,
university of california san diego

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center for computational mathematics seminar

fangyao su

ucsd

a primal-dual augmented lagrangian

abstract:

nonlinear constrained optimization problem can be effectively solved by minimizing a sequence of unconstrained or linearly constrained subproblems, where the augmented lagrangian function plays a vital role. this talk introduces a generalized hestenes-powell augmented lagrangian function, which can be seen as a continuum of many well-known methods as specific cases. a new primal dual sequential quadratic programming (pdsqp) method will be given for minimizing the given augmented lagrangian

may 17, 2016

11:00 am

ap&m 2402

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