Global convergence of augmented Lagrangian method applied to mathematical program with switching constraints

DOI10.3934/JIMO.2022114MaRDI QIDQ2691360zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 29 March 2023

Published in Journal of Industrial and Management Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3934/jimo.2022114

zbMATH Keywords

augmented Lagrangian methodeither-or-constrained programmathematical program with switching constraints

Mathematics Subject Classification ID

Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Cites work

• A relaxed constant positive linear dependence constraint qualification and applications
• A Sequential Smooth Penalization Approach to Mathematical Programs with Complementarity Constraints
• Convergence of an Inexact Smoothing Method for Mathematical Programs with Equilibrium Constraints
• Global convergence of augmented Lagrangian methods applied to optimization problems with degenerate constraints, including problems with complementarity constraints
• Lower-order penalty methods for mathematical programs with complementarity constraints
• Mathematical Programs with Equilibrium Constraints
• Mathematical Programs with Equilibrium Constraints: Enhanced Fritz John-conditions, New Constraint Qualifications, and Improved Exact Penalty Results
• Mathematical programs with vanishing constraints: optimality conditions and constraint qualifications
• Mathematical programs with vanishing constraints: Optimality conditions, sensitivity, and a relaxation method
• New reformulations for stochastic nonlinear complementarity problems
• On Augmented Lagrangian Methods with General Lower-Level Constraints
• On the linear independence constraint qualification in disjunctive programming
• Optimality conditions and exact penalty for mathematical programs with switching constraints
• SDP diagonalizations and perspective cuts for a class of nonseparable MIQP
• Stationarity conditions and constraint qualifications for mathematical programs with switching constraints. With applications to either-or-constrained programming

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