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Practical Augmented Lagrangian Methods for Constrained Optimization

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by E. G. Birgin and J. M. Martínez


2014 / Approx. xiv + 220 pages / Softcover / ISBN: 978-1-611973-35-8 / List Price $69.50 / SIAM Member Price $48.65 / Order Code FA10

Keywords: optimization, numerical methods, algorithms, augmented lagrangians, applications.


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.

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.

About the Authors
Ernesto G. Birgin is a professor in the Department of Computer Science at the Institute of Mathematics and Statistics of the University of S‹ão Paulo. He is a member of the editorial boards of Journal of Global Optimization, Computational and Applied Mathematics, Bulletin of Computational Applied Mathematics, Pesquisa Operacional, and Trends in Applied and Computational Mathematics. He has published over 50 papers on computational optimization and applications.

José Mario Martínez is a professor in the Department of Applied Mathematics at the University of Campinas, Brazil. He is a member of the Brazilian Academy of Sciences, former Editor in Chief of Computational and Applied Mathematics, member of the editorial board of Numerical Algorithms, and the author of over 150 papers on numerical mathematics, optimization, and applications.

ISBN: 9781611973358

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