Section: New Results

Constrained Optimization

In the context of constrained optimization, A. Atamna studied invariance properties of Augmented Lagrangian approaches and showed the relation between invariance to strictly increasing affine transformations of the objective function and the scaling of the constraints and linear convergence [2]. Progress were made towards a methodology to define scalable constrained problems with control optimum and the implementation of a new constrained testbed within the COCO platform. In her internship, E. Marescaux studied the connection between augmented Lagrangian approaches and a previously proposed adaptive constrained handling mechanism. She also studied a new idea to turn a constrained problem into an unconstrained one.