A Globally Convergent Augmented Lagrangian Pattern Search Algorithm for Optimization with General Constraints and Simple Bounds

Robert Michael Lewis, Virginia Torczon. A Globally Convergent Augmented Lagrangian Pattern Search Algorithm for Optimization with General Constraints and Simple Bounds. SIAM Journal on Optimization, 12(4):1075-1089, 2002. [doi]

Abstract

Abstract is missing.