A New Class of Augmented Lagrangians in Nonlinear Programming
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(38)- On differentiable exact penalty functions
- New results on a class of exact augmented Lagrangians
- A new augmented Lagrangian function for inequality constraints in nonlinear programming problems
- On a Newton-like method for constrained nonlinear minimization via slack variables
- Enlarging the region of convergence of Newton's method for constrained optimization
- Exact augmented Lagrangian functions for nonlinear semidefinite programming
- A globally convergent Levenberg-Marquardt method for equality-constrained optimization
- A unified approach to the global exactness of penalty and augmented Lagrangian functions. I: Parametric exactness
- A unified approach to the global exactness of penalty and augmented Lagrangian functions. II: Extended exactness
- Geometric approach to Fletcher's ideal penalty function
- A Gauss-Newton approach for solving constrained optimization problems using differentiable exact penalties
- Subspace-stabilized sequential quadratic programming
- Critical Lagrange multipliers: what we currently know about them, how they spoil our lives, and what we can do about it
- A class of augmented Lagrangians for equality constraints in nonlinear programming problems
- Some results on augmented Lagrangians in constrained global optimization via image space analysis
- Smoothed penalty algorithms for optimization of nonlinear models
- Globalizing stabilized sequential quadratic programming method by smooth primal-dual exact penalty function
- Decomposition methods based on augmented Lagrangians: a survey
- Use of a finite penalty in convex programming problems for global convergence of Newton's method with steep adjustment
- Further study on a class of augmented Lagrangians of Di Pillo and Grippo in nonlinear programming
- Exact augmented lagrangian approach to multilevel optimization of large-scale systems
- An exact penalty-lagrangian approach for a class of constrained optimization problems with bounded variables
- A dual differentiable exact penalty function
- A primal-dual augmented Lagrangian
- An adaptive augmented Lagrangian method for large-scale constrained optimization
- Some quadrature-based versions of the generalized Newton method for solving unconstrained optimization problems
- Local convergence of an augmented Lagrangian method for matrix inequality constrained programming
- On the minimization of quadratic functions with bilinear constraints via augmented Lagrangians
- Globally convergent inexact generalized Newton method for first-order differentiable optimization problems
- An adaptive stochastic sequential quadratic programming with differentiable exact augmented Lagrangians
- Inequality constrained stochastic nonlinear optimization via active-set sequential quadratic programming
- Exact penalties for variational inequalities with applications to nonlinear complementarity problems
- Globalization of nonlinear FETI-DP methods
- Augmented Lagrangian functions for cone constrained optimization: the existence of global saddle points and exact penalty property
- The augmented Lagrangian methods: overview and recent advances
- New decomposition and convexification algorithm for nonconvex large-scale primal-dual optimization
- Recursive quadratic programming algorithm that uses an exact augmented Lagrangian function
- Exact augmented Lagrangian function for nonlinear programming problems with inequality constraints
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