An adaptive augmented Lagrangian method for large-scale constrained optimization
Publication:494324
DOI10.1007/S10107-014-0784-YzbMATH Open1323.49015OpenAlexW2028066028MaRDI QIDQ494324FDOQ494324
Daniel P. Robinson, Hao Jiang, Frank E. Curtis
Publication date: 31 August 2015
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-014-0784-y
nonconvex optimizationaugmented Lagrangian methodlarge-scale optimizationmatrix-free methodssteering methods
Numerical mathematical programming methods (65K05) Numerical optimization and variational techniques (65K10) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Numerical methods involving duality (49M29) Numerical methods based on necessary conditions (49M05)
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Cited In (25)
- A Nonmonotone Filter SQP Method: Local Convergence and Numerical Results
- An augmented Lagrangian filter method
- Complexity of proximal augmented Lagrangian for nonconvex optimization with nonlinear equality constraints
- A penalty method for PDE-constrained optimization in inverse problems
- Complexity and performance of an Augmented Lagrangian algorithm
- Sequential Linearization Method for Bound-Constrained Mathematical Programs with Complementarity Constraints
- Efficient and adaptive Lagrange-multiplier methods for nonlinear continuous global optimization
- A parallel-in-time multiple shooting algorithm for large-scale PDE-constrained optimal control problems
- On the best achievable quality of limit points of augmented Lagrangian schemes
- A specialized interior-point algorithm for huge minimum convex cost flows in bipartite networks
- A semismooth Newton based augmented Lagrangian method for nonsmooth optimization on matrix manifolds
- Adaptive large neighborhood search for mixed integer programming
- Moreau envelope augmented Lagrangian method for nonconvex optimization with linear constraints
- Revealed preference and the subjective state space hypothesis
- Existence of augmented Lagrange multipliers: reduction to exact penalty functions and localization principle
- A new augmented Lagrangian method for equality constrained optimization with simple unconstrained subproblem
- An adaptive sampling augmented Lagrangian method for stochastic optimization with deterministic constraints
- Adaptive augmented Lagrangian methods: algorithms and practical numerical experience
- Recent advances in trust region algorithms
- An Augmented Lagrangian Method for Non-Lipschitz Nonconvex Programming
- A matrix-free augmented Lagrangian algorithm with application to large-scale structural design optimization
- An augmented Lagrangian affine scaling method for nonlinear programming
- An augmented Lagrangian trust region method for equality constrained optimization
- A parallelizable augmented Lagrangian method applied to large-scale non-convex-constrained optimization problems
- Worst-case complexity of an SQP method for nonlinear equality constrained stochastic optimization
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