Generalized quadratic augmented Lagrangian methods with nonmonotone penalty parameters (Q442809): Difference between revisions
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Property / author: Jin Chuan Zhou / rank | |||
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Property / author: Li-Li Pan / rank | |||
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Property / author: Wen-Ling Zhao / rank | |||
Property / author | |||
Property / author: Jin Chuan Zhou / rank | |||
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Property / author | |||
Property / author: Li-Li Pan / rank | |||
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Property / author | |||
Property / author: Wen-Ling Zhao / rank | |||
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Summary: For the nonconvex optimization problem with both equality and inequality constraints, we introduce a new augmented Lagrangian function and propose the corresponding multiplier algorithm. A new iterative strategy on the penalty parameter is presented. Different global convergence properties are established depending on whether the penalty parameter is bounded. Even if the iterative sequence \(\{x^k\}\) is divergent, we present a necessary and sufficient condition for the convergence of \(\{f(x^k)\}\) to the optimal value. Finally, preliminary numerical experience is reported. | |||
Property / review text: Summary: For the nonconvex optimization problem with both equality and inequality constraints, we introduce a new augmented Lagrangian function and propose the corresponding multiplier algorithm. A new iterative strategy on the penalty parameter is presented. Different global convergence properties are established depending on whether the penalty parameter is bounded. Even if the iterative sequence \(\{x^k\}\) is divergent, we present a necessary and sufficient condition for the convergence of \(\{f(x^k)\}\) to the optimal value. Finally, preliminary numerical experience is reported. / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 65K05 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 90C26 / rank | |||
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Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6063321 / rank | |||
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Property / zbMATH Keywords | |||
quadratic augmented Lagrangian methods | |||
Property / zbMATH Keywords: quadratic augmented Lagrangian methods / rank | |||
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Property / zbMATH Keywords | |||
nonmonotone penalty parameters | |||
Property / zbMATH Keywords: nonmonotone penalty parameters / rank | |||
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Property / zbMATH Keywords | |||
nonconvex optimization | |||
Property / zbMATH Keywords: nonconvex optimization / rank | |||
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multiplier algorithm | |||
Property / zbMATH Keywords: multiplier algorithm / rank | |||
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convergence | |||
Property / zbMATH Keywords: convergence / rank | |||
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numerical experience | |||
Property / zbMATH Keywords: numerical experience / rank | |||
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Property / Wikidata QID | |||
Property / Wikidata QID: Q58905836 / rank | |||
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Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1155/2012/181629 / rank | |||
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Property / OpenAlex ID | |||
Property / OpenAlex ID: W2116532202 / rank | |||
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Property / cites work | |||
Property / cites work: On Augmented Lagrangian Methods with General Lower-Level Constraints / rank | |||
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links / mardi / name | links / mardi / name | ||
Latest revision as of 13:12, 5 July 2024
scientific article
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English | Generalized quadratic augmented Lagrangian methods with nonmonotone penalty parameters |
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Generalized quadratic augmented Lagrangian methods with nonmonotone penalty parameters (English)
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6 August 2012
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Summary: For the nonconvex optimization problem with both equality and inequality constraints, we introduce a new augmented Lagrangian function and propose the corresponding multiplier algorithm. A new iterative strategy on the penalty parameter is presented. Different global convergence properties are established depending on whether the penalty parameter is bounded. Even if the iterative sequence \(\{x^k\}\) is divergent, we present a necessary and sufficient condition for the convergence of \(\{f(x^k)\}\) to the optimal value. Finally, preliminary numerical experience is reported.
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quadratic augmented Lagrangian methods
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nonmonotone penalty parameters
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nonconvex optimization
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multiplier algorithm
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convergence
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numerical experience
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