The boundedness of penalty parameters in an augmented Lagrangian method with constrained subproblems
From MaRDI portal
Publication:2905344
DOI10.1080/10556788.2011.556634zbMath1247.90247MaRDI QIDQ2905344
Ernesto G. Birgin, Damián Fernández, José Mario Martínez
Publication date: 27 August 2012
Published in: Optimization Methods and Software (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10556788.2011.556634
65K05: Numerical mathematical programming methods
90C30: Nonlinear programming
49K99: Optimality conditions
Related Items
On Error Bounds and Multiplier Methods for Variational Problems in Banach Spaces, Safeguarded Augmented Lagrangian Methods in Banach Spaces, A hybrid algorithm for solving minimization problem over (R,S)-symmetric matrices with the matrix inequality constraint, An efficient method for solving a matrix least squares problem over a matrix inequality constraint, Complexity and performance of an Augmented Lagrangian algorithm, Dislocation hyperbolic augmented Lagrangian algorithm for nonconvex optimization, Convergence results of an augmented Lagrangian method using the exponential penalty function, On the multiplier-penalty-approach for quasi-variational inequalities, A practical relative error criterion for augmented Lagrangians, Smoothing augmented Lagrangian method for nonsmooth constrained optimization problems, Algorithm for inequality-constrained least squares problems, Augmented Lagrangians with constrained subproblems and convergence to second-order stationary points, A trajectory-based method for constrained nonlinear optimization problems, Augmented Lagrangians with possible infeasibility and finite termination for global nonlinear programming, A trajectory-based method for mixed integer nonlinear programming problems, Augmented Lagrangian and exact penalty methods for quasi-variational inequalities, Augmented Lagrangian algorithms for solving the continuous nonlinear resource allocation problem, Moreau envelope augmented Lagrangian method for nonconvex optimization with linear constraints, Optimality properties of an augmented Lagrangian method on infeasible problems, A second-order convergence augmented Lagrangian method using non-quadratic penalty functions, An iteration method to solve multiple constrained least squares problems, Augmented Lagrangian Methods for Solving Optimization Problems with Stochastic-Order Constraints
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- New theoretical results on recursive quadratic programming algorithms
- Superlinear convergence of a stabilized SQP method to a degenerate solution
- Stability in the presence of degeneracy and error estimation
- Local behavior of an iterative framework for generalized equations with nonisolated solutions
- On the relation between constant positive linear dependence condition and quasinormality constraint qualification
- Large-scale active-set box-constrained optimization method with spectral projected gradients
- Global minimization using an augmented Lagrangian method with variable lower-level constraints
- On the convergence properties of modified augmented Lagrangian methods for mathematical programming with complementarity constraints
- Second-order negative-curvature methods for box-constrained and general constrained optimization
- Structured minimal-memory inexact quasi-Newton method and secant preconditioners for augmented Lagrangian optimization
- Numerical comparison of augmented Lagrangian algorithms for nonconvex problems
- On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
- The Fritz John necessary optimality conditions in the presence of equality and inequality constraints
- Multiplier and gradient methods
- Improved convergence order for augmented penalty algorithms
- On the Accurate Determination of Search Directions for Simple Differentiable Penalty Functions
- On the Convergence of Augmented Lagrangian Methods for Constrained Global Optimization
- On Augmented Lagrangian Methods with General Lower-Level Constraints
- Convergence properties of augmented Lagrangian methods for constrained global optimization
- Recursive quadratic programming methods based on the augmented lagrangian
- Generalized equations and their solutions, part II: Applications to nonlinear programming
- Trust Region Methods
- On the Constant Positive Linear Dependence Condition and Its Application to SQP Methods
- A dual approach to solving nonlinear programming problems by unconstrained optimization
- Practical active-set Euclidian trust-region method with spectral projected gradients for bound-constrained minimization
- Benchmarking optimization software with performance profiles.