An adaptive augmented Lagrangian method for large-scale constrained optimization
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nonconvex optimizationaugmented Lagrangian methodlarge-scale optimizationmatrix-free methodssteering methods
Numerical mathematical programming methods (65K05) Numerical optimization and variational techniques (65K10) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Numerical methods involving duality (49M29) Numerical methods based on necessary conditions (49M05)
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- A Family of Descent Functions for Constrained Optimization
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- Trust Region Methods
Cited in
(34)- Constrained composite optimization and augmented Lagrangian methods
- An augmented Lagrangian trust region method for equality constrained optimization
- An adaptive indefinite linearized augmented Lagrangian method for convex optimization with linear constraints
- An adaptive superfast inexact proximal augmented Lagrangian method for smooth nonconvex composite optimization problems
- Revealed preference and the subjective state space hypothesis
- Sequential linearization method for bound-constrained mathematical programs with complementarity constraints
- The boundedness of penalty parameters in an augmented Lagrangian method with constrained subproblems
- Complexity and performance of an augmented Lagrangian algorithm
- A parallelizable augmented Lagrangian method applied to large-scale non-convex-constrained optimization problems
- A specialized interior-point algorithm for huge minimum convex cost flows in bipartite networks
- Recent advances in trust region algorithms
- A parallel-in-time multiple shooting algorithm for large-scale PDE-constrained optimal control problems
- On the best achievable quality of limit points of augmented Lagrangian schemes
- An augmented Lagrangian affine scaling method for nonlinear programming
- An augmented Lagrangian ant colony based method for constrained optimization
- New augmented Lagrangian-based proximal point algorithm for convex optimization with equality constraints
- Efficient and adaptive Lagrange-multiplier methods for nonlinear continuous global optimization
- An augmented Lagrangian approach with general constraints to solve nonlinear models of the large-scale reliable inventory systems
- Adaptive augmented Lagrangian methods: algorithms and practical numerical experience
- Existence of augmented Lagrange multipliers: reduction to exact penalty functions and localization principle
- Analysis on a superlinearly convergent augmented Lagrangian method
- A semismooth Newton based augmented Lagrangian method for nonsmooth optimization on matrix manifolds
- An augmented Lagrangian method for non-Lipschitz nonconvex programming
- Worst-case complexity of an SQP method for nonlinear equality constrained stochastic optimization
- A nonmonotone filter SQP method: local convergence and numerical results
- A penalty method for PDE-constrained optimization in inverse problems
- An artificial fish swarm algorithm based hyperbolic augmented Lagrangian method
- An augmented Lagrangian filter method
- A new augmented Lagrangian method for equality constrained optimization with simple unconstrained subproblem
- Adaptive large neighborhood search for mixed integer programming
- Moreau envelope augmented Lagrangian method for nonconvex optimization with linear constraints
- Complexity of proximal augmented Lagrangian for nonconvex optimization with nonlinear equality constraints
- A matrix-free augmented Lagrangian algorithm with application to large-scale structural design optimization
- An adaptive sampling augmented Lagrangian method for stochastic optimization with deterministic constraints
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