An inexact modified subgradient algorithm for primal-dual problems via augmented Lagrangians

DOI10.1007/S10957-012-0158-7zbMath1266.90194DBLPjournals/jota/BurachikIM13OpenAlexW2103132163WikidataQ58048424 ScholiaQ58048424MaRDI QIDQ1955564

Jefferson G. Melo, Alfredo Noel Iusem, Regina Sandra Burachik

Publication date: 14 June 2013

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-012-0158-7

zbMATH Keywords

nonsmooth optimizationBanach spacesnonconvex optimizationaugmented Lagrangianduality schemeinexact modified subgradient algorithm

Mathematics Subject Classification ID

Programming in abstract spaces (90C48) Methods of reduced gradient type (90C52)

Cites Work

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• Variational Analysis
• Mesh-Independence for an Augmented Lagrangian-SQP Method in Hilbert Spaces
• A Unified Augmented Lagrangian Approach to Duality and Exact Penalization

Related Items (9)

A primal–dual penalty method via rounded weighted-ℓ₁ Lagrangian duality ⋮ A regularization method based on level sets and augmented Lagrangian for parameter identification problems with piecewise constant solutions ⋮ Incremental subgradient algorithms with dynamic step sizes for separable convex optimizations ⋮ A hybrid epigraph directions method for nonsmooth and nonconvex constrained optimization via generalized augmented Lagrangian duality and a genetic algorithm ⋮ Subgradient algorithms on Riemannian manifolds of lower bounded curvatures ⋮ A modified subgradient algorithm for Lagrangean relaxation ⋮ Decomposition methods for global solution of mixed-integer linear programs ⋮ The exact penalty map for nonsmooth and nonconvex optimization ⋮ Revisiting augmented Lagrangian duals

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