A novel augmented Lagrangian method of multipliers for optimization with general inequality constraints (Q5879119): Difference between revisions

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scientific article; zbMATH DE number 7657102

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English	A novel augmented Lagrangian method of multipliers for optimization with general inequality constraints	scientific article; zbMATH DE number 7657102

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instance of

scholarly article

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title

A novel augmented Lagrangian method of multipliers for optimization with general inequality constraints (English)

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Mathematics of Computation

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publication date

24 February 2023

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full work available at URL

https://arxiv.org/abs/2106.15044

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zbMATH Keywords

nonlinear programming

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inequality-constrained optimization

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augmented Lagrangian method of multipliers

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strong global convergence

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local convergence

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describes a project that uses

LANCELOT

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ALGENCAN

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MaRDI publication profile

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cites work

Augmented Lagrangian methods under the constant positive linear dependence constraint qualification

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Q3690580

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Practical Augmented Lagrangian Methods for Constrained Optimization

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Infeasibility Detection and SQP Methods for Nonlinear Optimization

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On the convergence of Newton iterations to non-stationary points

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Interior-point \(\ell_2\)-penalty methods for nonlinear programming with strong global convergence properties

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

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Testing a Class of Methods for Solving Minimization Problems with Simple Bounds on the Variables

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A primal-dual interior-point method capable of rapidly detecting infeasibility for nonlinear programs

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A Shifted Primal-Dual Penalty-Barrier Method for Nonlinear Optimization

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A primal-dual augmented Lagrangian

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A modified barrier-augmented Lagrangian method for constrained minimization

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Multiplier and gradient methods

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Test examples for nonlinear programming codes

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On the linear convergence of the alternating direction method of multipliers

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An Augmented Lagrangian Based Algorithm for Distributed NonConvex Optimization

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Improved local convergence results for augmented Lagrangian methods in \(C^2\)-cone reducible constrained optimization

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A globally convergent primal-dual interior-point relaxation method for nonlinear programs

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A primal-dual interior-point relaxation method with global and rapidly local convergence for nonlinear programs

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A robust SQP method for mathematical programs with linear complementarity constraints

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A Robust Primal-Dual Interior-Point Algorithm for Nonlinear Programs

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A null-space primal-dual interior-point algorithm for nonlinear optimization with nice convergence properties

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A Sequential Quadratic Programming Method Without A Penalty Function or a Filter for Nonlinear Equality Constrained Optimization

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On the Nonergodic Convergence Rate of an Inexact Augmented Lagrangian Framework for Composite Convex Programming

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An interior point method for nonlinear programming with infeasibility detection capabilities

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Numerical Optimization

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Q5590418

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A nonsmooth version of Newton's method

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The multiplier method of Hestenes and Powell applied to convex programming

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A dual approach to solving nonlinear programming problems by unconstrained optimization

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

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Lagrange Multipliers and Optimality

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Optimization theory and methods. Nonlinear programming

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Failure of global convergence for a class of interior point methods for nonlinear programming

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On the convergence of a new trust region algorithm

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Identifiers

Mathematics Subject Classification ID

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Mathematics(1 entry)

mardi Publication:5879119

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-.1090/mcom/3799
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