Chapter 8. Penalty and Augmented Lagrangian Methods

Chapters in this book

1. Frontmatter i
2. Preface iii
3. Contents v
4. Chapter 1. Introduction 1
5. Chapter 2. Fundamentals of Optimization 17
6. Chapter 3. Line Search Methods 35
7. Chapter 4. Trust Region Methods 51
8. Chapter 5. Conjugate Gradient Methods 69
9. Chapter 6. Semismooth Newton’s Method 85
10. Chapter 7. Theory of Constrained Optimization 97
11. Chapter 8. Penalty and Augmented Lagrangian Methods 119
12. Chapter 9. Bilevel Optimization and Its Applications 143
13. Bibliography 153