A novel augmented Lagrangian method of multipliers for optimization with general inequality constraints

DOI10.1090/MCOM/3799OpenAlexW4304944461MaRDI QIDQ5879119

Yakui Huang, Jie Sun, Xin-Wei Liu, Yu-Hong Dai

Publication date: 24 February 2023

Published in: Mathematics of Computation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2106.15044

zbMATH Keywords

nonlinear programminglocal convergenceinequality-constrained optimizationstrong global convergenceaugmented Lagrangian method of multipliers

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Interior-point methods (90C51)

Related Items (2)

IPRQP: a primal-dual interior-point relaxation algorithm for convex quadratic programming ⋮ Dislocation hyperbolic augmented Lagrangian algorithm for nonconvex optimization

Uses Software

• ALGENCAN
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