On the approximate augmented Lagrangian for nonlinear symmetric cone programming

DOI10.1016/J.NA.2006.12.016zbMath1144.90026OpenAlexW1984058865MaRDI QIDQ2474351

Yong-Jin Liu, Li-wei Zhang

Publication date: 6 March 2008

Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.na.2006.12.016

zbMATH Keywords

Euclidean Jordan algebrasdualityexact penaltynonlinear symmetric cone programmingapproximate augmented Lagrangian

Mathematics Subject Classification ID

Nonlinear programming (90C30) Approximation methods and heuristics in mathematical programming (90C59) Programming in abstract spaces (90C48)

Related Items (2)

A class of nonlinear Lagrangians for nonconvex second order cone programming ⋮ On the Burer-Monteiro method for general semidefinite programs

Uses Software

• SCCP

Cites Work

• Unnamed Item
• Unnamed Item
• Some P-properties for linear transformations on Euclidean Jordan algebras
• Monotone functions on formally real Jordan algebras
• Properties of the augmented Lagrangian in nonlinear semidefinite optimization
• Convergence analysis of the augmented Lagrangian method for nonlinear second-order cone optimization problems
• The augmented Lagrangian method for equality and inequality constraints in Hilbert spaces
• The rate of convergence of the augmented Lagrangian method for nonlinear semidefinite programming
• Enlarging the region of convergence of Newton's method for constrained optimization
• Extended convergence results for the method of multipliers for nonstrictly binding inequality constraints
• Linear systems in Jordan algebras and primal-dual interior-point algorithms
• Euclidean Jordan algebras and interior-point algorithms
• Extension of primal-dual interior point algorithms to symmetric cones
• Approximate augmented Lagrangian functions and nonlinear semidefinite programs
• Associative and Jordan Algebras, and Polynomial Time Interior-Point Algorithms for Symmetric Cones
• A Globally Convergent Augmented Lagrangian Algorithm for Optimization with General Constraints and Simple Bounds
• SOME PROPERTIES OF A CLASS OF MERIT FUNCTIONS FOR SYMMETRIC CONE COMPLEMENTARITY PROBLEMS
• Variational Analysis
• Some P-Properties for Nonlinear Transformations on Euclidean Jordan Algebras
• Interior Point Trajectories and a Homogeneous Model for Nonlinear Complementarity Problems over Symmetric Cones
• Augmented Lagrange Multiplier Functions and Duality in Nonconvex Programming
• Some Properties of the Augmented Lagrangian in Cone Constrained Optimization

This page was built for publication: On the approximate augmented Lagrangian for nonlinear symmetric cone programming