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E. G. Birgin and J. M. Martínez,
Practical Augmented Lagrangian Methods for Constrained Optimization, SIAM,
Philadelphia, 2014.
This book focuses on Augmented Lagrangian techniques for solving
practical constrained optimization problems. The authors rigorously
delineate mathematical convergence theory based on sequential optimality
conditions and novel constraint qualifications; orient the book to
practitioners by giving priority to results that provide insight on the
practical behavior of algorithms and by providing geometrical and
algorithmic interpretations of every mathematical result; and fully
describe a freely available computational package for constrained
optimization and illustrate its usefulness with applications.
Audience This book is aimed at engineers, physicists, chemists, and
other practitioners interested in full access to comprehensive and
well-documented software for large-scale optimization as well as
up-to-date convergence theory and its practical consequences. It will
also be of interest to graduate and advanced undergraduate students in
mathematics, computer science, applied mathematics, optimization, and
numerical analysis.
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