Augmented Lagrangian functions for cone constrained optimization: the existence of global saddle points and exact penalty property (Q721143): Difference between revisions

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scientific article

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English	Augmented Lagrangian functions for cone constrained optimization: the existence of global saddle points and exact penalty property	scientific article

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instance of

scholarly article

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title

Augmented Lagrangian functions for cone constrained optimization: the existence of global saddle points and exact penalty property (English)

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zbMATH Open document ID

1461.65142

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DOI

10.1007/s10898-017-0603-0

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published in

Journal of Global Optimization

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publication date

18 July 2018

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full work available at URL

https://arxiv.org/abs/1707.05747

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Mathematics Subject Classification ID

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augmented Lagrangian

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cone constrained optimization

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localization principle

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saddle point

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second order cone

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semidefinite programming

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semi-infinite programming

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author

Maksim V. Dolgopolik

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describes a project that uses

ALGENCAN

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MaRDI profile type

MaRDI publication profile

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0 references

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Lagrange-type functions in constrained non-convex optimization.

0 references

Unified nonlinear Lagrangian approach to duality and optimal paths

0 references

On the theory of Lagrangian duality

0 references

A unified approach for constrained extremum problems: image space analysis

0 references

Unified duality theory for constrained extremum problems. I: Image space analysis

0 references

Unified duality theory for constrained extremum problems. II: Special duality schemes

0 references

Duality and exact penalization for general augmented Lagrangians

0 references

Nonlinear Augmented Lagrangian and Duality Theory

0 references

Global saddle points of nonlinear augmented Lagrangian functions

0 references

Variational Analysis

0 references

Unified theory of augmented Lagrangian methods for constrained global optimization

0 references

Zero duality and saddle points of a class of augmented Lagrangian functions in constrained non-convex optimization

0 references

Augmented Lagrange Multiplier Functions and Duality in Nonconvex Programming

0 references

Lagrange Multipliers and Optimality

0 references

Practical Augmented Lagrangian Methods for Constrained Optimization

0 references

On the twice differentiable cubic augmented Lagrangian

0 references

Unconstrained Lagrangians in Nonlinear Programming

0 references

Saddle points of general augmented Lagrangians for constrained nonconvex optimization

0 references

Q3690580

0 references

On the convergence of the exponential multiplier method for convex programming

0 references

On Saddle Points of Augmented Lagrangians for Constrained Nonconvex Optimization

0 references

Log-sigmoid multipliers method in constrained optimization

0 references

Nonlinear rescaling vs. smoothing technique in convex optimization

0 references

Modified barrier functions (theory and methods)

0 references

Convexification and existence of a saddle point in a \(p\)th-power reformulation for nonconvex constrained optimization.

0 references

Zero duality gap for a class of nonconvex optimization problems

0 references

Saddle point generation in nonlinear nonconvex optimization

0 references

Local saddle points and convexification for nonconvex optimization problems

0 references

Existence of a saddle point in nonconvex constrained optimization.

0 references

A nonlinear Lagrangian for constrained optimization problems

0 references

Convergence analysis of the augmented Lagrangian method for nonlinear second-order cone optimization problems

0 references

Convergence of the augmented Lagrangian method for nonlinear optimization problems over second-order cones

0 references

On the existence of saddle points for nonlinear second-order cone programming problems

0 references

Properties of the augmented Lagrangian in nonlinear semidefinite optimization

0 references

The rate of convergence of the augmented Lagrangian method for nonlinear semidefinite programming

0 references

A Newton-CG Augmented Lagrangian Method for Semidefinite Programming

0 references

Alternating direction augmented Lagrangian methods for semidefinite programming

0 references

On methods for solving nonlinear semidefinite optimization problems

0 references

On the convergence of augmented Lagrangian methods for nonlinear semidefinite programming

0 references

Global convergence of modified augmented Lagrangian methods for nonlinear semidefinite programming

0 references

Nonlinear separation approach for the augmented Lagrangian in nonlinear semidefinite programming

0 references

A SURVEY OF NUMERICAL METHODS FOR NONLINEAR SEMIDEFINITE PROGRAMMING

0 references

Augmented lagrangians in semi-infinite programming

0 references

Stability and augmented Lagrangian duality in nonconvex semi-infinite programming

0 references

Weak stability and strong duality of a class of nonconvex infinite programs via augmented Lagrangian

0 references

Existence of augmented Lagrange multipliers for semi-infinite programming problems

0 references

A class of nonlinear Lagrangians for nonconvex second order cone programming

0 references

Some Properties of the Augmented Lagrangian in Cone Constrained Optimization

0 references

Local convergence of an augmented Lagrangian method for matrix inequality constrained programming

0 references

A New Nonlinear Lagrangian Method for Nonconvex Semidefinite Programming

0 references

Nonlinear rescaling Lagrangians for nonconvex semidefinite programming

0 references

On saddle points in semidefinite optimization via separation scheme

0 references

Existence of augmented Lagrange multipliers for cone constrained optimization problems

0 references

Properties of saddle points for generalized augmented Lagrangian

0 references

Saddle points theory of two classes of augmented Lagrangians and its applications to generalized semi-infinite programming

0 references

Separation approach for augmented lagrangians in Constrained nonconvex optimization

0 references

Saddle point and exact penalty representation for generalized proximal Lagrangians

0 references

A unifying theory of exactness of linear penalty functions

0 references

A unifying theory of exactness of linear penalty functions II: parametric penalty functions

0 references

Existence of augmented Lagrange multipliers: reduction to exact penalty functions and localization principle

0 references

Q4057207

0 references

Q4104469

0 references

Alternance properties of the solutions of non-linear minimax problems with non-linear constraints

0 references

Quadratic rate of convergence of a linearization method for solving discrete minimax problems

0 references

Optimality conditions in terms of alternance: two approaches

0 references

Alternance Form of Optimality Conditions in the Finite-Dimensional Space

0 references

A New Class of Augmented Lagrangians in Nonlinear Programming

0 references

Q3890423

0 references

A new augmented Lagrangian function for inequality constraints in nonlinear programming problems

0 references

New results on a class of exact augmented Lagrangians

0 references

Q4524227

0 references

An Augmented Lagrangian Function with Improved Exactness Properties

0 references

Q4464633

0 references

An exact augmented Lagrangian function for nonlinear programming with two-sided con\-straints

0 references

A class of augmented Lagrangians for equality constraints in nonlinear programming problems

0 references

Further study on a class of augmented Lagrangians of Di Pillo and Grippo in nonlinear programming

0 references

Some results on augmented Lagrangians in constrained global optimization via image space analysis

0 references

An exact penalty-lagrangian approach for a class of constrained optimization problems with bounded variables

0 references

A smooth method for the finite minimax problem

0 references

Q4762514

0 references

Convergence to Second-Order Stationary Points of a Primal-Dual Algorithm Model for Nonlinear Programming

0 references

A truncated Newton method in an augmented Lagrangian framework for nonlinear programming

0 references

An exact penalty-Lagrangian approach for large-scale nonlinear programming

0 references

Exact augmented Lagrangian functions for nonlinear semidefinite programming

0 references

A Unified Augmented Lagrangian Approach to Duality and Exact Penalization

0 references

Further study on augmented Lagrangian duality theory

0 references

Analysis of nonsmooth vector-valued functions associated with second-order cones.

0 references

Löwner's Operator and Spectral Functions in Euclidean Jordan Algebras

0 references

Analysis of Nonsmooth Symmetric-Matrix-Valued Functions with Applications to Semidefinite Complementarity Problems

0 references

Q4040931

0 references

Q4503250

0 references

Existence of local saddle points for a new augmented Lagrangian function

0 references

On the use of augmented Lagrangians in the solution of generalized semi-infinite min-max problems

0 references

Differentiable Exact Penalty Functions for Nonlinear Second-Order Cone Programs

0 references

Perturbation analysis of second-order cone programming problems

0 references

Direct Numerical Algorithm for Constrained Variational Problems

0 references

Sitelinks

Mathematics(1 entry)

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+Lagrange-type functions in constrained non-convex optimization.
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@@ Property / cites work @@
+Unified nonlinear Lagrangian approach to duality and optimal paths
+Normal rank
@@ Property / cites work @@
+On the theory of Lagrangian duality
@@ Property / cites work: On the theory of Lagrangian duality / rank @@
+Normal rank
@@ Property / cites work @@
+A unified approach for constrained extremum problems: image space analysis
+Normal rank
@@ Property / cites work @@
+Unified duality theory for constrained extremum problems. I: Image space analysis
+Normal rank
@@ Property / cites work @@
+Unified duality theory for constrained extremum problems. II: Special duality schemes
+Normal rank
@@ Property / cites work @@
+Duality and exact penalization for general augmented Lagrangians
+Normal rank
@@ Property / cites work @@
+Nonlinear Augmented Lagrangian and Duality Theory
@@ Property / cites work: Nonlinear Augmented Lagrangian and Duality Theory / rank @@
+Normal rank
@@ Property / cites work @@
+Global saddle points of nonlinear augmented Lagrangian functions
+Normal rank
@@ Property / cites work @@
+Variational Analysis
@@ Property / cites work: Variational Analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Unified theory of augmented Lagrangian methods for constrained global optimization
+Normal rank
@@ Property / cites work @@
+Zero duality and saddle points of a class of augmented Lagrangian functions in constrained non-convex optimization
+Normal rank
@@ Property / cites work @@
+Augmented Lagrange Multiplier Functions and Duality in Nonconvex Programming
+Normal rank
@@ Property / cites work @@
+Lagrange Multipliers and Optimality
@@ Property / cites work: Lagrange Multipliers and Optimality / rank @@
+Normal rank
@@ Property / cites work @@
+Practical Augmented Lagrangian Methods for Constrained Optimization
+Normal rank
@@ Property / cites work @@
+On the twice differentiable cubic augmented Lagrangian
+Normal rank
@@ Property / cites work @@
+Unconstrained Lagrangians in Nonlinear Programming
+Normal rank
@@ Property / cites work @@
+Saddle points of general augmented Lagrangians for constrained nonconvex optimization
+Normal rank
@@ Property / cites work @@
+Q3690580
@@ Property / cites work: Q3690580 / rank @@
+Normal rank
@@ Property / cites work @@
+On the convergence of the exponential multiplier method for convex programming
+Normal rank
@@ Property / cites work @@
+On Saddle Points of Augmented Lagrangians for Constrained Nonconvex Optimization
+Normal rank
@@ Property / cites work @@
+Log-sigmoid multipliers method in constrained optimization
+Normal rank
@@ Property / cites work @@
+Nonlinear rescaling vs. smoothing technique in convex optimization
+Normal rank
@@ Property / cites work @@
+Modified barrier functions (theory and methods)
@@ Property / cites work: Modified barrier functions (theory and methods) / rank @@
+Normal rank
@@ Property / cites work @@
+Convexification and existence of a saddle point in a \(p\)th-power reformulation for nonconvex constrained optimization.
+Normal rank
@@ Property / cites work @@
+Zero duality gap for a class of nonconvex optimization problems
+Normal rank
@@ Property / cites work @@
+Saddle point generation in nonlinear nonconvex optimization
+Normal rank
@@ Property / cites work @@
+Local saddle points and convexification for nonconvex optimization problems
+Normal rank
@@ Property / cites work @@
+Existence of a saddle point in nonconvex constrained optimization.
+Normal rank
@@ Property / cites work @@
+A nonlinear Lagrangian for constrained optimization problems
+Normal rank
@@ Property / cites work @@
+Convergence analysis of the augmented Lagrangian method for nonlinear second-order cone optimization problems
+Normal rank
@@ Property / cites work @@
+Convergence of the augmented Lagrangian method for nonlinear optimization problems over second-order cones
+Normal rank
@@ Property / cites work @@
+On the existence of saddle points for nonlinear second-order cone programming problems
+Normal rank
@@ Property / cites work @@
+Properties of the augmented Lagrangian in nonlinear semidefinite optimization
+Normal rank
@@ Property / cites work @@
+The rate of convergence of the augmented Lagrangian method for nonlinear semidefinite programming
+Normal rank
@@ Property / cites work @@
+A Newton-CG Augmented Lagrangian Method for Semidefinite Programming
+Normal rank
@@ Property / cites work @@
+Alternating direction augmented Lagrangian methods for semidefinite programming
+Normal rank
@@ Property / cites work @@
+On methods for solving nonlinear semidefinite optimization problems
+Normal rank
@@ Property / cites work @@
+On the convergence of augmented Lagrangian methods for nonlinear semidefinite programming
+Normal rank
@@ Property / cites work @@
+Global convergence of modified augmented Lagrangian methods for nonlinear semidefinite programming
+Normal rank
@@ Property / cites work @@
+Nonlinear separation approach for the augmented Lagrangian in nonlinear semidefinite programming
+Normal rank
@@ Property / cites work @@
+A SURVEY OF NUMERICAL METHODS FOR NONLINEAR SEMIDEFINITE PROGRAMMING
+Normal rank
@@ Property / cites work @@
+Augmented lagrangians in semi-infinite programming
+Normal rank
@@ Property / cites work @@
+Stability and augmented Lagrangian duality in nonconvex semi-infinite programming
+Normal rank
@@ Property / cites work @@
+Weak stability and strong duality of a class of nonconvex infinite programs via augmented Lagrangian
+Normal rank
@@ Property / cites work @@
+Existence of augmented Lagrange multipliers for semi-infinite programming problems
+Normal rank
@@ Property / cites work @@
+A class of nonlinear Lagrangians for nonconvex second order cone programming
+Normal rank
@@ Property / cites work @@
+Some Properties of the Augmented Lagrangian in Cone Constrained Optimization
+Normal rank
@@ Property / cites work @@
+Local convergence of an augmented Lagrangian method for matrix inequality constrained programming
+Normal rank
@@ Property / cites work @@
+A New Nonlinear Lagrangian Method for Nonconvex Semidefinite Programming
+Normal rank
@@ Property / cites work @@
+Nonlinear rescaling Lagrangians for nonconvex semidefinite programming
+Normal rank
@@ Property / cites work @@
+On saddle points in semidefinite optimization via separation scheme
+Normal rank
@@ Property / cites work @@
+Existence of augmented Lagrange multipliers for cone constrained optimization problems
+Normal rank
@@ Property / cites work @@
+Properties of saddle points for generalized augmented Lagrangian
+Normal rank
@@ Property / cites work @@
+Saddle points theory of two classes of augmented Lagrangians and its applications to generalized semi-infinite programming
+Normal rank
@@ Property / cites work @@
+Separation approach for augmented lagrangians in Constrained nonconvex optimization
+Normal rank
@@ Property / cites work @@
+Saddle point and exact penalty representation for generalized proximal Lagrangians
+Normal rank
@@ Property / cites work @@
+A unifying theory of exactness of linear penalty functions
+Normal rank
@@ Property / cites work @@
+A unifying theory of exactness of linear penalty functions II: parametric penalty functions
+Normal rank
@@ Property / cites work @@
+Existence of augmented Lagrange multipliers: reduction to exact penalty functions and localization principle
+Normal rank
@@ Property / cites work @@
+Q4057207
@@ Property / cites work: Q4057207 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4104469
@@ Property / cites work: Q4104469 / rank @@
+Normal rank
@@ Property / cites work @@
+Alternance properties of the solutions of non-linear minimax problems with non-linear constraints
+Normal rank
@@ Property / cites work @@
+Quadratic rate of convergence of a linearization method for solving discrete minimax problems
+Normal rank
@@ Property / cites work @@
+Optimality conditions in terms of alternance: two approaches
+Normal rank
@@ Property / cites work @@
+Alternance Form of Optimality Conditions in the Finite-Dimensional Space
+Normal rank
@@ Property / cites work @@
+A New Class of Augmented Lagrangians in Nonlinear Programming
+Normal rank
@@ Property / cites work @@
+Q3890423
@@ Property / cites work: Q3890423 / rank @@
+Normal rank
@@ Property / cites work @@
+A new augmented Lagrangian function for inequality constraints in nonlinear programming problems
+Normal rank
@@ Property / cites work @@
+New results on a class of exact augmented Lagrangians
+Normal rank
@@ Property / cites work @@
+Q4524227
@@ Property / cites work: Q4524227 / rank @@
+Normal rank
@@ Property / cites work @@
+An Augmented Lagrangian Function with Improved Exactness Properties
+Normal rank
@@ Property / cites work @@
+Q4464633
@@ Property / cites work: Q4464633 / rank @@
+Normal rank
@@ Property / cites work @@
+An exact augmented Lagrangian function for nonlinear programming with two-sided con\-straints
+Normal rank
@@ Property / cites work @@
+A class of augmented Lagrangians for equality constraints in nonlinear programming problems
+Normal rank
@@ Property / cites work @@
+Further study on a class of augmented Lagrangians of Di Pillo and Grippo in nonlinear programming
+Normal rank
@@ Property / cites work @@
+Some results on augmented Lagrangians in constrained global optimization via image space analysis
+Normal rank
@@ Property / cites work @@
+An exact penalty-lagrangian approach for a class of constrained optimization problems with bounded variables
+Normal rank
@@ Property / cites work @@
+A smooth method for the finite minimax problem
@@ Property / cites work: A smooth method for the finite minimax problem / rank @@
+Normal rank
@@ Property / cites work @@
+Q4762514
@@ Property / cites work: Q4762514 / rank @@
+Normal rank
@@ Property / cites work @@
+Convergence to Second-Order Stationary Points of a Primal-Dual Algorithm Model for Nonlinear Programming
+Normal rank
@@ Property / cites work @@
+A truncated Newton method in an augmented Lagrangian framework for nonlinear programming
+Normal rank
@@ Property / cites work @@
+An exact penalty-Lagrangian approach for large-scale nonlinear programming
+Normal rank
@@ Property / cites work @@
+Exact augmented Lagrangian functions for nonlinear semidefinite programming
+Normal rank
@@ Property / cites work @@
+A Unified Augmented Lagrangian Approach to Duality and Exact Penalization
+Normal rank
@@ Property / cites work @@
+Further study on augmented Lagrangian duality theory
+Normal rank
@@ Property / cites work @@
+Analysis of nonsmooth vector-valued functions associated with second-order cones.
+Normal rank
@@ Property / cites work @@
+Löwner's Operator and Spectral Functions in Euclidean Jordan Algebras
+Normal rank
@@ Property / cites work @@
+Analysis of Nonsmooth Symmetric-Matrix-Valued Functions with Applications to Semidefinite Complementarity Problems
+Normal rank
@@ Property / cites work @@
+Q4040931
@@ Property / cites work: Q4040931 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4503250
@@ Property / cites work: Q4503250 / rank @@
+Normal rank
@@ Property / cites work @@
+Existence of local saddle points for a new augmented Lagrangian function
+Normal rank
@@ Property / cites work @@
+On the use of augmented Lagrangians in the solution of generalized semi-infinite min-max problems
+Normal rank
@@ Property / cites work @@
+Differentiable Exact Penalty Functions for Nonlinear Second-Order Cone Programs
+Normal rank
@@ Property / cites work @@
+Perturbation analysis of second-order cone programming problems
+Normal rank
@@ Property / cites work @@
+Direct Numerical Algorithm for Constrained Variational Problems
+Normal rank