Local and Global Analysis of Multiplier Methods for Constrained Optimization in Banach Spaces
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Publication:5243168
DOI10.1137/19M1240186zbMath1431.90176MaRDI QIDQ5243168
Christian Kanzow, Daniel Steck, Eike Börgens
Publication date: 15 November 2019
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
global convergenceBanach spaceaugmented Lagrangian methodsecond-order sufficient conditionstrong local convergencemultiplier-penalty method
Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Programming in abstract spaces (90C48)
Related Items (10)
ALESQP: An Augmented Lagrangian Equality-Constrained SQP Method for Optimization with General Constraints ⋮ Safeguarded Augmented Lagrangian Methods in Banach Spaces ⋮ Perturbed augmented Lagrangian method framework with applications to proximal and smoothed variants ⋮ Optimality conditions, approximate stationarity, and applications – a story beyond lipschitzness ⋮ Inexact penalty decomposition methods for optimization problems with geometric constraints ⋮ A Stabilized Sequential Quadratic Programming Method for Optimization Problems in Function Spaces ⋮ Unilateral Orthogonal Nonnegative Matrix Factorization ⋮ A proximal trust-region method for nonsmooth optimization with inexact function and gradient evaluations ⋮ New Constraint Qualifications for Optimization Problems in Banach Spaces Based on Asymptotic KKT Conditions ⋮ A Lagrange multiplier method for semilinear elliptic state constrained optimal control problems
Uses Software
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