.png){kind=icon}
Return
Solving Problems With Inconsistent Constraints With a Modified Augmented Lagrangian Method
.png){kind=icon}
OA
AI
DOI：10.1109/TAC.2022.3190193.png)
.png){kind=icon}
Original request for help.png){kind=icon}
Share.png){kind=icon}
Save
Abstract
En 中文
We present a numerical method for the minimization of constrained optimization problems where the objective is augmented with large quadratic penalties of inconsistent equality constraints. Such objectives arise from quadratic integral penalty methods for the direct transcription of optimal control problems. The augmented Lagrangian method (ALM) has a number of advantages over the quadratic penalty method (QPM). However, if the equality constraints are inconsistent, then ALM might not converge to a point that minimizes the bias of the objective and penalty term. Therefore, we present a modification of ALM that fits our purpose. We prove convergence of the modified method and bound its local convergence rate by that of the unmodified method. Numerical experiments demonstrate that the modified ALM can minimize certain quadratic penalty augmented functions faster than QPM, whereas the unmodified ALM converges to a minimizer of a significantly different problem.
Keywords:
Convergence
Minimization
Optimization
Optimal control
Lagrangian functions
Aerodynamics
Reliability
optimization
Journal
IF:
7
Papers:
1.3W
Citations:
6.7W
Organization
Cited Papers
ShareSaveShareSaveShareSaveShareSaveShareSaveMedical instrument data exchange.png)
2008 30th Annual International Conference of the IEEE Engineering in Medicine and Biology Society
2008 30th Annual International Conference of the IEEE Engineering in Medicine and Biology SocietyIF0
PREAI
ShareSaveShareSaveShareSave
View more