Augmented Lagrangian method

Augmented Lagrangian methods are a certain class of algorithms for solving constrained optimization problems. They have similarities to penalty methods in that they replace a constrained optimization problem by a series of unconstrained problems; the difference is that the augmented Lagrangian method adds an additional term to the unconstrained ob...
Found on http://en.wikipedia.org/wiki/Augmented_Lagrangian_method
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