On the R-superlinear convergence of the KKT residuals generated by the augmented Lagrangian method for convex composite conic programming (Q2330654): Difference between revisions

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scientific article

Language	Label	Description	Also known as
English	On the R-superlinear convergence of the KKT residuals generated by the augmented Lagrangian method for convex composite conic programming	scientific article

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instance of

scholarly article

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title

On the R-superlinear convergence of the KKT residuals generated by the augmented Lagrangian method for convex composite conic programming (English)

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Mathematical Programming. Series A. Series B

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publication date

22 October 2019

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full work available at URL

https://arxiv.org/abs/1706.08800

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zbMATH Keywords

augmented Lagrangian method

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convex composite conic programming

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R-superlinear

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quadratic growth condition

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implementable criteria

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describes a project that uses

SDPNAL+

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QSDPNAL

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MaRDI profile type

MaRDI publication profile

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cites work

Complementarity and nondegeneracy in semidefinite programming

0 references

A note on Fejér-monotone sequences in product spaces and its applications to the dual convergence of augmented Lagrangian methods

0 references

Q3515815

0 references

Q3630252

0 references

Strong conical hull intersection property, bounded linear regularity, Jameson's property \((G)\), and error bounds in convex optimization

0 references

Use of augmented Lagrangian methods for the optimal control of obstacle problems

0 references

Q3690580

0 references

Q4503250

0 references

A semismooth Newton-CG based dual PPA for matrix spectral norm approximation problems

0 references

Convergence Properties of an Augmented Lagrangian Algorithm for Optimization with a Combination of General Equality and Linear Constraints

0 references

A Globally Convergent Augmented Lagrangian Algorithm for Optimization with General Constraints and Simple Bounds

0 references

Extended convergence results for the method of multipliers for nonstrictly binding inequality constraints

0 references

Quadratic Growth Conditions for Convex Matrix Optimization Problems Associated with Spectral Functions

0 references

A Complete Characterization of the Robust Isolated Calmness of Nuclear Norm Regularized Convex Optimization Problems

0 references

Characterization of the Robust Isolated Calmness for a Class of Conic Programming Problems

0 references

Q4369261

0 references

Implicit Functions and Solution Mappings

0 references

Sufficient optimality conditions hold for almost all nonlinear semidefinite programs

0 references

A practical relative error criterion for augmented Lagrangians

0 references

Local Convergence of Exact and Inexact Augmented Lagrangian Methods under the Second-Order Sufficient Optimality Condition

0 references

Q3038523

0 references

Two-Metric Projection Methods for Constrained Optimization

0 references

Q4883218

0 references

Linear Rate Convergence of the Alternating Direction Method of Multipliers for Convex Composite Programming

0 references

Multiplier and gradient methods

0 references

Computing the nearest correlation matrix--a problem from finance

0 references

Bounds for the Distance to the Nearest Correlation Matrix

0 references

The augmented Lagrangian method for equality and inequality constraints in Hilbert spaces

0 references

A note on upper Lipschitz stability, error bounds, and critical multipliers for Lipschitz-continuous KKT systems

0 references

Solving Nuclear Norm Regularized and Semidefinite Matrix Least Squares Problems with Linear Equality Constraints

0 references

Upper Lipschitz behavior of solutions to perturbed \(C^{1,1}\) programs

0 references

Metric subregularity and the proximal point method

0 references

QSDPNAL: a two-phase augmented Lagrangian method for convex quadratic semidefinite programming

0 references

Asymptotic Convergence Analysis of the Proximal Point Algorithm

0 references

Critical multipliers in variational systems via second-order generalized differentiation

0 references

Permeability estimation with the augmented Lagrangian method for a nonlinear diffusion equation

0 references

On the generic properties of convex optimization problems in conic form

0 references

Local Convergence of the Proximal Point Algorithm and Multiplier Methods Without Monotonicity

0 references

Q5590418

0 references

A Quadratically Convergent Newton Method for Computing the Nearest Correlation Matrix

0 references

Some continuity properties of polyhedral multifunctions

0 references

Constraint Nondegeneracy in Variational Analysis

0 references

Convex Analysis

0 references

Local boundedness of nonlinear, monotone operators

0 references

Q4050397

0 references

Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming

0 references

Monotone Operators and the Proximal Point Algorithm

0 references

Variational Analysis

0 references

First and second order analysis of nonlinear semidefinite programs

0 references

Sensitivity analysis of generalized equations

0 references

Some Properties of the Augmented Lagrangian in Cone Constrained Optimization

0 references

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

0 references

Global Convergence of a a of Trust-Region Methods for Nonconvex Minimization in Hilbert Space

0 references

SDPNAL+: a majorized semismooth Newton-CG augmented Lagrangian method for semidefinite programming with nonnegative constraints

0 references

A Newton-CG Augmented Lagrangian Method for Semidefinite Programming

0 references

A unified approach to error bounds for structured convex optimization problems

0 references

Identifiers

zbMATH Open document ID

1423.90171

0 references

DOI

10.1007/s10107-018-1300-6

0 references

Mathematics Subject Classification ID

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0 references

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Sitelinks

Mathematics(1 entry)

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+A note on Fejér-monotone sequences in product spaces and its applications to the dual convergence of augmented Lagrangian methods
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+Strong conical hull intersection property, bounded linear regularity, Jameson's property \((G)\), and error bounds in convex optimization
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+Use of augmented Lagrangian methods for the optimal control of obstacle problems
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+Q3690580
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+Normal rank
@@ Property / cites work @@
+Q4503250
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+Normal rank
@@ Property / cites work @@
+A semismooth Newton-CG based dual PPA for matrix spectral norm approximation problems
+Normal rank
@@ Property / cites work @@
+Convergence Properties of an Augmented Lagrangian Algorithm for Optimization with a Combination of General Equality and Linear Constraints
+Normal rank
@@ Property / cites work @@
+A Globally Convergent Augmented Lagrangian Algorithm for Optimization with General Constraints and Simple Bounds
+Normal rank
@@ Property / cites work @@
+Extended convergence results for the method of multipliers for nonstrictly binding inequality constraints
+Normal rank
@@ Property / cites work @@
+Quadratic Growth Conditions for Convex  Matrix Optimization Problems Associated with Spectral Functions
+Normal rank
@@ Property / cites work @@
+A Complete Characterization of the Robust Isolated Calmness of Nuclear Norm Regularized Convex Optimization Problems
+Normal rank
@@ Property / cites work @@
+Characterization of the Robust Isolated Calmness for a Class of Conic  Programming  Problems
+Normal rank
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+Q4369261
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+Normal rank
@@ Property / cites work @@
+Implicit Functions and Solution Mappings
@@ Property / cites work: Implicit Functions and Solution Mappings / rank @@
+Normal rank
@@ Property / cites work @@
+Sufficient optimality conditions hold for almost all nonlinear semidefinite programs
+Normal rank
@@ Property / cites work @@
+A practical relative error criterion for augmented Lagrangians
+Normal rank
@@ Property / cites work @@
+Local Convergence of Exact and Inexact Augmented Lagrangian Methods under the Second-Order Sufficient Optimality Condition
+Normal rank
@@ Property / cites work @@
+Q3038523
@@ Property / cites work: Q3038523 / rank @@
+Normal rank
@@ Property / cites work @@
+Two-Metric Projection Methods for Constrained Optimization
+Normal rank
@@ Property / cites work @@
+Q4883218
@@ Property / cites work: Q4883218 / rank @@
+Normal rank
@@ Property / cites work @@
+Linear Rate Convergence of the Alternating Direction Method of Multipliers for Convex Composite Programming
+Normal rank
@@ Property / cites work @@
+Multiplier and gradient methods
@@ Property / cites work: Multiplier and gradient methods / rank @@
+Normal rank
@@ Property / cites work @@
+Computing the nearest correlation matrix--a problem from finance
+Normal rank
@@ Property / cites work @@
+Bounds for the Distance to the Nearest Correlation Matrix
+Normal rank
@@ Property / cites work @@
+The augmented Lagrangian method for equality and inequality constraints in Hilbert spaces
+Normal rank
@@ Property / cites work @@
+A note on upper Lipschitz stability, error bounds, and critical multipliers for Lipschitz-continuous KKT systems
+Normal rank
@@ Property / cites work @@
+Solving Nuclear Norm Regularized and Semidefinite Matrix Least Squares Problems with Linear Equality Constraints
+Normal rank
@@ Property / cites work @@
+Upper Lipschitz behavior of solutions to perturbed \(C^{1,1}\) programs
+Normal rank
@@ Property / cites work @@
+Metric subregularity and the proximal point method
+Normal rank
@@ Property / cites work @@
+QSDPNAL: a two-phase augmented Lagrangian method for convex quadratic semidefinite programming
+Normal rank
@@ Property / cites work @@
+Asymptotic Convergence Analysis of the Proximal Point Algorithm
+Normal rank
@@ Property / cites work @@
+Critical multipliers in variational systems via second-order generalized differentiation
+Normal rank
@@ Property / cites work @@
+Permeability estimation with the augmented Lagrangian method for a nonlinear diffusion equation
+Normal rank
@@ Property / cites work @@
+On the generic properties of convex optimization problems in conic form
+Normal rank
@@ Property / cites work @@
+Local Convergence of the Proximal Point Algorithm and Multiplier Methods Without Monotonicity
+Normal rank
@@ Property / cites work @@
+Q5590418
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+Normal rank
@@ Property / cites work @@
+A Quadratically Convergent Newton Method for Computing the Nearest Correlation Matrix
+Normal rank
@@ Property / cites work @@
+Some continuity properties of polyhedral multifunctions
+Normal rank
@@ Property / cites work @@
+Constraint Nondegeneracy in Variational Analysis
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+Normal rank
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+Convex Analysis
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+Local boundedness of nonlinear, monotone operators
+Normal rank
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+Q4050397
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+Normal rank
@@ Property / cites work @@
+Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming
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+Monotone Operators and the Proximal Point Algorithm
+Normal rank
@@ Property / cites work @@
+Variational Analysis
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+Normal rank
@@ Property / cites work @@
+First and second order analysis of nonlinear semidefinite programs
+Normal rank
@@ Property / cites work @@
+Sensitivity analysis of generalized equations
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+Normal rank
@@ Property / cites work @@
+Some Properties of the Augmented Lagrangian in Cone Constrained Optimization
+Normal rank
@@ Property / cites work @@
+The rate of convergence of the augmented Lagrangian method for nonlinear semidefinite programming
+Normal rank
@@ Property / cites work @@
+Global Convergence of a a of Trust-Region Methods for Nonconvex Minimization in Hilbert Space
+Normal rank
@@ Property / cites work @@
+SDPNAL+: a majorized semismooth Newton-CG augmented Lagrangian method for semidefinite programming with nonnegative constraints
+Normal rank
@@ Property / cites work @@
+A Newton-CG Augmented Lagrangian Method for Semidefinite Programming
+Normal rank
@@ Property / cites work @@
+A unified approach to error bounds for structured convex optimization problems
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