A Hybrid Epigraph Directions Method for Nonsmooth and Nonconvex Constrained Optimization via Generalized Augmented Lagrangian Duality and a Genetic Algorithm
Abstract:The Interior Epigraph Directions (IED) method for solving constrained nonsmooth and nonconvex optimization problem via Generalized Augmented Lagrangian Duality considers the dual problem induced by a Generalized Augmented Lagrangian Duality scheme and obtains the primal solution by generating a sequence of iterates in the interior of the epigraph of the dual function. In this approach, the value of the dual function at some point in the dual space is given by minimizing the Lagrangian. The first version of the… Show more
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