caa a22 4500 475750322 CHVBK 20180406123521.0 cr unu---uuuuu 170329e20000901xx s 000 0 eng 10.1023/A:1008716329104 doi (NATIONALLICENCE)springer-10.1023/A:1008716329104 Validation of an Augmented Lagrangian Algorithm with a Gauss-Newton Hessian Approximation Using a Set of Hard-Spheres Problems [Elektronische Daten] [Nataša Krejić, José Martínez, Margarida Mello, Elvio Pilotta] An Augmented Lagrangian algorithm that uses Gauss-Newton approximations of the Hessian at each inner iteration is introduced and tested using a family of Hard-Spheres problems. The Gauss-Newton model convexifies the quadratic approximations of the Augmented Lagrangian function thus increasing the efficiency of the iterative quadratic solver. The resulting method is considerably more efficient than the corresponding algorithm that uses true Hessians. A comparative study using the well-known package LANCELOT is presented. Kluwer Academic Publishers, 2000 nonlinear programming nationallicence augmented Lagrangians nationallicence numerical methods nationallicence Krejić Nataša Institute of Mathematics, University of Novi Sad, Trg Dositeja Obradovića 4, 21000, Novi Sad, Yugoslavia aut Martínez José Department of Applied Mathematics, IMECC-UNICAMP, University of Campinas, CP 6065, 13081-970, Campinas SP, Brazil aut Mello Margarida Department of Applied Mathematics, IMECC-UNICAMP, University of Campinas, CP 6065, 13081-970, Campinas SP, Brazil aut Pilotta Elvio Department of Applied Mathematics, IMECC-UNICAMP, University of Campinas, CP 6065, 13081-970, Campinas SP, Brazil aut Computational Optimization and Applications Kluwer Academic Publishers 16/3(2000-09-01), 247-263 0926-6003 16:3<247 2000 16 10589 https://doi.org/10.1023/A:1008716329104 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1023/A:1008716329104 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Krejić Nataša Institute of Mathematics, University of Novi Sad, Trg Dositeja Obradovića 4, 21000, Novi Sad, Yugoslavia aut NATIONALLICENCE 700 1- Martínez José Department of Applied Mathematics, IMECC-UNICAMP, University of Campinas, CP 6065, 13081-970, Campinas SP, Brazil aut NATIONALLICENCE 700 1- Mello Margarida Department of Applied Mathematics, IMECC-UNICAMP, University of Campinas, CP 6065, 13081-970, Campinas SP, Brazil aut NATIONALLICENCE 700 1- Pilotta Elvio Department of Applied Mathematics, IMECC-UNICAMP, University of Campinas, CP 6065, 13081-970, Campinas SP, Brazil aut NATIONALLICENCE 773 0- Computational Optimization and Applications Kluwer Academic Publishers 16/3(2000-09-01), 247-263 0926-6003 16:3<247 2000 16 10589 Metadata rights reserved Springer special CC-BY-NC licence nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer