A parallelizable augmented Lagrangian method applied to large-scale non-convex-constrained optimization problems-Reference-Cited by-同舟云学术

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A parallelizable augmented Lagrangian method applied to large-scale non-convex-constrained optimization problems

Published:2018-03-01 Issue:1-2 Volume:175 Page:503-536
ISSN:0025-5610
Container-title:Mathematical Programming
language:en
Short-container-title:Math. Program.

Author:

Boland Natashia,Christiansen Jeffrey,Dandurand Brian,Eberhard Andrew,Oliveira Fabricio

Funder

Australian Research Council

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics,Software

Link

http://link.springer.com/content/pdf/10.1007/s10107-018-1253-9.pdf

Reference60 articles.

1. Birge, J.R., Louveaux, F.: Introduction to Stochastic Programming. Springer, Berlin (2011)

2. Shor, N.: Minimization Methods for Non-differentiable Functions. Springer, New York (1985)

3. Bertsekas, D.: Nonlinear Programming. Athena Scientific, Belmont (1999)

4. Ruszczyński, A.: Nonlinear Optimization. Princeton University Press, Princeton (2006)

5. Carøe, C.C., Schultz, R.: Dual decomposition in stochastic integer programming. Oper. Res. Lett. 24(1), 37–45 (1999)

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