Given the wide range of optimization methods, which is the appropriate method to use? I am thinking of using either linear programming (interior-point methods) or augmented Lagrangian methods. Which method will be more approriate for large scale linear problem with equality constraint? Thank you.
Optimization for large scale linear problem with equality constraint
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optimization
linear-programming
numerical-optimization
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0I am thinking more from the perspective of the method's strengths. I am more inclined to use augmented Lagrangian method than linear programming, as it is easier to understand. Is there any other strengths of the augmented Lagrangian method over linear programming? – 2012-03-12