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BOX-QUACAN

swMATH ID: 42607
Software Authors: Martínez, José Mario
Description: BOX-QUACAN and the implementation of augmented Lagrangian algorithms for minimization with inequality constraints. BOX-QUACAN is a trust-region box-constraint optimization software developed at the Applied Mathematics Department of the University of Campinas. During the last five years, it has been used for solving many practical and academic problems with box constraints and it has been incorporated as sub-algorithm of augmented Lagrangian methods for minimization with equality constraints and bounds. In this paper its use is described in connection with augmented Lagrangian algorithms where inequality constraints are handled without the addition of slack variables. Numerical experiments comparing a modified exponential Lagrangian method and the most classical augmented Lagrangian methods are presented.
Homepage: https://www.ime.unicamp.br/~martinez/anote.pdf
Keywords: optimization; augmented Lagrangians; box-constrained minimization
Related Software: LBFGS-B; SPG; ALGENCAN; CUTEr; CUTEst; MINQ8; LMBOPT; MINQ; CG_DESCENT; GPDT; CONV_QP; GALAHAD; LANCELOT; CUTE; KELLEY; TRON; L-BFGS; L-BFGS-B
Cited in: 7 Publications

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