Augmented Lagrangian and nonlinear semidefinite programs

MaRDI QIDQ5480813zbMATH OpenFDO

Authors Xuexiang Huang, Xiao Qi Yang, Kok Lay Teo

Publication date 7 August 2006

zbMATH Keywords

augmented Lagrangianconvergencedualityexact penalizationsemidefinite programmingstationary point

Mathematics Subject Classification ID

Semidefinite programming (90C22) Optimality conditions and duality in mathematical programming (90C46)

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(20)

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• Augmented Lagrangian duality and nondifferentiable optimization methods in nonconvex programming
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• On the use of Jordan algebras for improving global convergence of an augmented Lagrangian method in nonlinear semidefinite programming
• A proximal augmented method for semidefinite programming problems
• An augmented Lagrangian based semismooth Newton method for a class of bilinear programming problems
• An augmented Lagrangian algorithm for nonlinear semidefinite programming applied to the covering problem
• On the approximate augmented Lagrangian for nonlinear symmetric cone programming
• Approximate augmented Lagrangian functions and nonlinear semidefinite programs
• Global convergence of modified augmented Lagrangian methods for nonlinear semidefinite programming
• A note on the augmented Hessian when the reduced Hessian is semidefinite
• On the Augmented Lagrangian
• scientific article; zbMATH DE number 2068039 (Why is no real title available?)
• An augmented Lagrangian SQP method for solving some special class of nonlinear semi-definite programming problems
• Convergence analysis of primal-dual augmented Lagrangian methods and duality theory
• Augmented Lagrangians with possible infeasibility and finite termination for global nonlinear programming
• Nonlinear separation approach for the augmented Lagrangian in nonlinear semidefinite programming
• Augmented Lagrangian methods for nonlinear programming with possible infeasibility
• Properties of the augmented Lagrangian in nonlinear semidefinite optimization
• The rate of convergence of the augmented Lagrangian method for nonlinear semidefinite programming

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