A primal dual modified subgradient algorithm with sharp Lagrangian

DOI10.1007/S10898-009-9429-8zbMath1188.90200OpenAlexW1997143365WikidataQ58048460 ScholiaQ58048460MaRDI QIDQ2268932

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

Publication date: 15 March 2010

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10898-009-9429-8

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Numerical methods involving duality (49M29) Numerical methods based on nonlinear programming (49M37)

Related Items (13)

A primal–dual penalty method via rounded weighted-ℓ₁ Lagrangian duality ⋮ A subgradient method for multiobjective optimization on Riemannian manifolds ⋮ Subgradient method for convex feasibility on Riemannian manifolds ⋮ An inexact modified subgradient algorithm for primal-dual problems via augmented Lagrangians ⋮ On weak conjugacy, augmented Lagrangians and duality in nonconvex optimization ⋮ A hybrid epigraph directions method for nonsmooth and nonconvex constrained optimization via generalized augmented Lagrangian duality and a genetic algorithm ⋮ An augmented penalty function method with penalty parameter updates for nonconvex optimization ⋮ A Deflected Subgradient Method Using a General Augmented Lagrangian Duality with Implications on Penalty Methods ⋮ Interior epigraph directions method for nonsmooth and nonconvex optimization via generalized augmented Lagrangian duality ⋮ Decomposition methods for global solution of mixed-integer linear programs ⋮ Augmented Lagrangian methods for nonlinear programming with possible infeasibility ⋮ The exact penalty map for nonsmooth and nonconvex optimization ⋮ A flexible inexact-restoration method for constrained optimization

Cites Work

• Unnamed Item
• Lagrange-type functions in constrained non-convex optimization.
• On augmented Lagrangians for optimization problems with a single constraint
• Further study on augmented Lagrangian duality theory
• Augmented Lagrangian duality and nondifferentiable optimization methods in nonconvex programming
• An inexact modified subgradient algorithm for nonconvex optimization
• An update rule and a convergence result for a penalty function method
• On a modified subgradient algorithm for dual problems via sharp augmented Lagrangian
• Abstract Convexity and Augmented Lagrangians
• Abstract convexity for nonconvex optimization duality
• The Zero Duality Gap Property and Lower Semicontinuity of the Perturbation Function
• A Unified Augmented Lagrangian Approach to Duality and Exact Penalization

This page was built for publication: A primal dual modified subgradient algorithm with sharp Lagrangian