An Alternating Augmented Lagrangian method for constrained nonconvex optimization

DOI10.1080/10556788.2019.1576177zbMath1441.49030OpenAlexW2911888267MaRDI QIDQ5113713

Matteo Lapucci, Tommaso Levato, Giulio Galvan, Marco Sciandrone

Publication date: 16 June 2020

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556788.2019.1576177

zbMATH Keywords

global convergencedecompositionpenalty methodaugmented Lagrangianalternating direction method of multipliersnonconvex objective function

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Decomposition methods (49M27)

Related Items (1)

Inexact penalty decomposition methods for optimization problems with geometric constraints

Uses Software

• UCI-ml
• ALGLIB
• ALGENCAN
• LMaFit

Cites Work

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• Constrained Total Variation Deblurring Models and Fast Algorithms Based on Alternating Direction Method of Multipliers
• Convergence Analysis of Alternating Direction Method of Multipliers for a Family of Nonconvex Problems
• Large-Scale Convex Optimization for Dense Wireless Cooperative Networks
• Parallel Algorithms for Constrained Tensor Factorization via Alternating Direction Method of Multipliers
• Alternating direction method of multipliers for real and complex polynomial optimization models
• Practical Augmented Lagrangian Methods for Constrained Optimization
• Augmented Lagrangian alternating direction method for matrix separation based on low-rank factorization
• Decomposition method with a variable parameter for a class of monotone variational inequality problems

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