Efficient solution of quadratically constrained quadratic subproblems within the mesh adaptive direct search algorithm

Efficient solution of quadratically constrained quadratic subproblems within the mesh adaptive... •Comparison of three methods for the mesh adaptive direct search subproblem. •This subproblem is a quadratically constrained quadratic problem. •Two existing methods: The l1 exact penalty function and the augmented Lagrangian. •The new l1 augmented Lagrangian combines the strengths of the previous two methods. •This new method can be used outside of the derivative-free optimization context. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png European Journal of Operational Research Elsevier

Efficient solution of quadratically constrained quadratic subproblems within the mesh adaptive direct search algorithm

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Publisher
Elsevier
Copyright
Copyright © 2017 Elsevier B.V.
ISSN
0377-2217
eISSN
1872-6860
D.O.I.
10.1016/j.ejor.2017.10.058
Publisher site
See Article on Publisher Site

Abstract

•Comparison of three methods for the mesh adaptive direct search subproblem. •This subproblem is a quadratically constrained quadratic problem. •Two existing methods: The l1 exact penalty function and the augmented Lagrangian. •The new l1 augmented Lagrangian combines the strengths of the previous two methods. •This new method can be used outside of the derivative-free optimization context.

Journal

European Journal of Operational ResearchElsevier

Published: Jul 1, 2018

References

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