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Showing 1 to 20 of 27 for “"Augmented Lagrangian"”.

  1. Bregman Augmented Lagrangian Method: Convergence, acceleration, and applications in reinforcement learning

    … method (BPP), and its application to Bregman augmented Lagrangian method(BALM) is considered. Unlike classical augmented Lagrangian method (ALM ), whose convergence rate and its relation with the proximal point method is well-understood, the convergence rate for BALM has not yet been …

    uiuc Repository record for Bregman Augmented Lagrangian Method: Convergence, acceleration, and applications in reinforcement learning (opens in a new tab)

  2. An augmented Lagrangian algorithm for optimization with equality constraints in Hilbert spaces

    Since augmented Lagrangian methods were introduced by Powell and Hestenes, this class of methods has been investigated very intensively. While the finite dimensional case has been treated in a satisfactory manner, the infinite dimensional case is studied much less. The general approach to solve an …

    vt Repository record for An augmented Lagrangian algorithm for optimization with equality constraints in Hilbert spaces (opens in a new tab)

  3. A modified augmented Lagrangian merit function, and Q-superlinear characterization results for primal-dual Quasi-Newton interior-point method for nonlinear programming

    … method using a linesearch strategy, a modified augmented Lagrangian merit function is defined in terms of the centrality condition. The second class is the Quasi-Newton interior-point methods. In this class the well known Boggs-Tolle-Wang characterization of Q-superlinear convergence for …

    rice Repository record for A modified augmented Lagrangian merit function, and Q-superlinear characterization results for primal-dual Quasi-Newton interior-point method for nonlinear programming (opens in a new tab)

  4. Low rank methods for optimizing clustering

    … variables, and can be locally optimized using an augmented Lagrangian method. In addition, we consider two fast multiplier methods to accelerate the convergence of the augmented Lagrangian scheme: a proximal method of multipliers and an alternating direction method of multipliers. For the proximal …

    purdue-thes Repository record for Low rank methods for optimizing clustering (opens in a new tab)

  5. A neural network model for resource leveling

    … a formulation of the RL problem as a quadratic augmented Lagrangian multiplier (QALM) optimization, onto an artificial neural network (ANN) architecture employing a Hopfield network. Specifically, it is shown that the augmented Lagrangian associated to the RL problem can be interpreted as the …

    concordia Repository record for A neural network model for resource leveling (opens in a new tab)

  6. A New Node-to-Node Approach to Contact/impact Problems for Two Dimensional Elastic Solids Subject to Finite Deformation

    … is incorporated as the contact constraint. The augmented Lagrangian method is primarily used to apply contact constraints. Non-classical Coulomb friction laws are used where friction is present. Several quasi-static and impact examples are given to demonstrate the performance and validity of the …

    uiuc Repository record for A New Node-to-Node Approach to Contact/impact Problems for Two Dimensional Elastic Solids Subject to Finite Deformation (opens in a new tab)

  7. Optimization Algorithms for Structured Machine Learning and Image Processing Problems

    … We propose a unified framework based on the augmented Lagrangian method, under which problems with both types of regularization and their variants can be efficiently solved. As one of the core building-blocks of this framework, we develop new algorithms using a partial-linearization/splitting …

    columbia-diss Repository record for Optimization Algorithms for Structured Machine Learning and Image Processing Problems (opens in a new tab)

  8. Novel first-order methods for bilevel and minimax optimization.

    … minimax problems and propose efficient augmented Lagrangian methods with complexity guarantees for both nonconvex-concave and nonconvex–strongly-concave objective functions. We then show that bilevel optimization can be approximately reformulated as a minimax problem and introduce …

    umn Repository record for Novel first-order methods for bilevel and minimax optimization. (opens in a new tab)

  9. Traversing Rugged Domains: Explorations in Non-convex Optimization Theory and Software

    … Particle Swarm Optimization with L-BFGS, and an augmented Lagrangian approach with stochastic inner optimizers that connects constrained optimization with machine learning techniques. Our work combines theoretical foundations with practical implementation, providing researchers tools to use …

    mit Repository record for Traversing Rugged Domains: Explorations in Non-convex Optimization Theory and Software (opens in a new tab)

  10. Trace finite element method for material surface flows

    … interpolation properties of the trace FEM. An augmented Lagrangian preconditioner which is robust w.r.t. variation of the Reynolds number is proposed, along with an efficient recycling strategy of the velocity matrix factorization. Eigenvalue bounds for the preconditioned Schur complement are …

    houston Repository record for Trace finite element method for material surface flows (opens in a new tab)

  11. Exterior Penalty Approaches for Solving Linear Programming Problems

    … based l2 penalty approach (IEL2), and an augmented Lagrangian approach (ALAG). Particular effective variants are presented for each method, along with comments and experience on alternative algorithmic strategies that were empirically investigated. Our motivation is to examine the relative …

    vt Repository record for Exterior Penalty Approaches for Solving Linear Programming Problems (opens in a new tab)

  12. Constrained Optimization on SO(3), via Pseudospectral Collocation

    … Riemannian optimization is carried out via an augmented Lagrangian method adapted to manifold settings. The proposed formulation improves numerical stability and computational efficiency by combining the spectral properties of LGL collocation with the computational advantages of the Cayley …

    embry-riddle Repository record for Constrained Optimization on SO(3), via Pseudospectral Collocation (opens in a new tab)

  13. Multidisciplinary design optimization of an eVTOL aircraft using analytical target cascading

    … as individual optimization subproblems. The augmented Lagrangian relaxation method is used to enforce consistency among shared design specifications across the overall system. Applying ATC provides the opportunity to isolate individual components of a complex system, establishes common …

    uiuc Repository record for Multidisciplinary design optimization of an eVTOL aircraft using analytical target cascading (opens in a new tab)

  14. Topology optimization with simultaneous analysis and design

    … function formulation of SAND is compared with an augmented Lagrangian formulation. The efficiency of SAND in handling combinations of general constraints for truss topology optimization is tested. A strategy for obtaining an optimal topology by minimizing the compliance of the truss is compared …

    vt Repository record for Topology optimization with simultaneous analysis and design (opens in a new tab)

  15. Distributed Optimization Algorithms for Networked Systems

    … thesis we propose the Accelerated Distributed Augmented Lagrangians</p><p>(ADAL) algorithm, a novel decomposition method for convex optimization prob-</p><p>lems with certain separability structure. The method is based on the augmented</p><p>Lagrangian framework and addresses problems that …

    duke Repository record for Distributed Optimization Algorithms for Networked Systems (opens in a new tab)

  16. Mathematical algorithms for optimisation of large scale systems

    … information which is mainly based on the normal Lagrangian function. Two existing algorithms are examined: The double iterative price correction mechanism and the augmented interaction balance method. Both methods use a double iterative coordination strategy and global feedback measurements from …

    city-london Repository record for Mathematical algorithms for optimisation of large scale systems (opens in a new tab)

  17. New Trust Region SQP Methods for Continuous and Integer Optimization

    … avoids the calculation of SOC steps by using an augmented Lagrangian function as merit function. In trust region methods a differentiable merit function, such as an augmented Lagrangian function, was employed in the past for equality constrained problems. Methods that also treat inequality …

    bayreuth Repository record for New Trust Region SQP Methods for Continuous and Integer Optimization (opens in a new tab)

  18. Multidisciplinary design of thermally radiating structures using a level set based topology optimization approach

    … multiple objectives and constraints via the augmented Lagrangian method. Both von Mises stress and first mode frequency constraints are implemented since they are commonly found in aerospace design problems where severe structural loads can lead to catastrophic failure. The final contribution …

    mit Repository record for Multidisciplinary design of thermally radiating structures using a level set based topology optimization approach (opens in a new tab)

  19. Machine learning models for reliable airline ancillary pricing

    … the derivatives. We further present an Augmented Lagrangian Method (ALM) to solve this constrained optimization problem. Experiments on three real-world datasets illustrate that even though both PenDer and state-of-the-art Lattice models achieve similar conformance to shape, PenDer …

    uiuc Repository record for Machine learning models for reliable airline ancillary pricing (opens in a new tab)

  20. Optimal design, procurement and support of multiple repairable equipment and logistic systems

    … technique is used which is based on an augmented Lagrangian penalty function adapted to the integer nature of MREAL1. The unconstrained minimization is performed by a combination of Rosenbrock's search technique, the steepest descent method, and Fibonacci line searches, adapted to the …

    vt Repository record for Optimal design, procurement and support of multiple repairable equipment and logistic systems (opens in a new tab)

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