Chinese Journal of Chemical Engineering, Vol.9, No.2, 167-172, 2001
Modified augmented Lagrange multiplier methods for large-scale chemical process optimization
Chemical process optimization can be described as large-scale nonlinear constrained minimization. The modified augmented Lagrange multiplier methods (MALMM) for large-scale nonlinear constrained minimization are studied in this paper. The Lagrange function contains the penalty terms on equality and inequality constraints and the methods can be applied to solve a series of bound constrained sub-problems instead of a series of unconstrained sub-problems. The steps of the methods are examined in full detail. Numerical experiments are made for a variety of problems, from small to very large-scale, which show the stability and effectiveness of the methods in large-scale problems.
Keywords:modified augmented Lagrange multiplier methods;chemical engineering optimization;large-scale non-linear constrained minimization;numerical experiment