INVESTIGADORES
PILOTTA Elvio Angel
artículos
Título:
Validation of an Augmented Lagrangian Algorithm with a Gauss-Newton Hessian approximation using a set of Hard-Spheres problems
Autor/es:
NATASA KREJIC; JOSÉ MARIO MARTÍNEZ; MARGARIDA P. MELLO; ELVIO A. PILOTTA
Revista:
COMPUTATIONAL OPTIMIZATION AND APPLICATIONS
Editorial:
Springer
Referencias:
Lugar: New York; Año: 2000 vol. 16 p. 247 - 263
ISSN:
0926-6003
Resumen:
An Augmented Lagrangian algorithm that uses Gauss-Newton approximations of the Hessian at each inner iteration is introduced and tested using a family of Hard-Spheres problems. The Gauss-Newton model convexifies the quadratic approximations of the Augmented Lagrangian function thus increasing the efficiency of the iterative quadratic solver. The resulting method is considerably more efficient that the corresponding algorithm that uses true Hessians. A comparative study using the well-known package LANCELOT is presented.
