Study and implementation of augmented lagrangian and modified barrier methods / Estudo e implementação dos metodos da lagrangeana aumentada e da barreira modificada

AUTOR(ES)

Iara da Cunha Ribeiro da Silva

DATA DE PUBLICAÇÃO

2008

RESUMO

In this work we analyze and compare extensions of traditional penalty methods: augmented Lagrangian and modified logarithmic barrier methods. The penalties may be classified as external and internal or penalty and barrier. The externa I penaJty method generates a sequence of unfeasible solutions and the internal penalty method produces a sequence of feasible solutions. The augmented Lagrangian method is a combination of quadratic penalty and Lagrange dual methods. Already the modified barrier method combines the logarithmic penalty and Lagrange dual methods. The structure of these methods is very similar, both generate feasible a nd unfeasible points. These me_th~~s have been applied to nonlinear problems with inequality restrictions and the performance of algorithms implemented is discussed in this work. Keywords: penalty method, barrier method, augmented Lagrangian method, modified logarithmic barrier method

ASSUNTO(S)

otimização matematica programação não-linear algoritmos mathematical optimization nonlinear programming algorithms

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