A Globally Convergent Augmented Lagrangian Pattern Search Algorithm for Optimization with General Constraints and Simple Bounds

We give a pattern search method for nonlinearly constrained optimization that is an adaption of a bound constrained augmented Lagrangian method first proposed by Conn, Gould, and Toint [SIAM J. Numer. Anal., 28 (1991), pp. 545

• Type: Journal
• Year: 2002
• Where: SIAMJO
• Authors: Robert Michael Lewis, Virginia Torczon
• Keywords: Bound Constrained Subproblem, Pattern Search Adaptation, Pattern Search Methods, SIAMJO 2002