Complexity and performance of an Augmented Lagrangian algorithm (Q5858985)

scientific article; zbMATH DE number 7333667

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English	Complexity and performance of an Augmented Lagrangian algorithm	scientific article; zbMATH DE number 7333667

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instance of

scholarly article

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title

Complexity and performance of an Augmented Lagrangian algorithm (English)

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Optimization Methods and Software

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publication date

15 April 2021

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full work available at URL

https://arxiv.org/abs/1907.02401

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zbMATH Keywords

nonlinear programming

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augmented Lagrangian methods

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complexity

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numerical experiments

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describes a project that uses

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MaRDI publication profile

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cites work

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Newton's method may fail to recognize proximity to optimal points in constrained optimization

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A globally and quadratically convergent primal–dual augmented Lagrangian algorithm for equality constrained optimization

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The boundedness of penalty parameters in an augmented Lagrangian method with constrained subproblems

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Global minimization using an augmented Lagrangian method with variable lower-level constraints

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Improving ultimate convergence of an augmented Lagrangian method

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Augmented Lagrangian method with nonmonotone penalty parameters for constrained optimization

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Trust Region Methods

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Adaptive augmented Lagrangian methods: algorithms and practical numerical experience

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Benchmarking optimization software with performance profiles.

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A New Active Set Algorithm for Box Constrained Optimization

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Multiplier and gradient methods

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Convergence Analysis of Alternating Direction Method of Multipliers for a Family of Nonconvex Problems

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Global Convergence of Augmented Lagrangian Methods Applied to Optimization Problems with Degenerate Constraints, Including Problems with Complementarity Constraints

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An example comparing the standard and safeguarded augmented Lagrangian methods

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A nonsmooth version of Newton's method

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Augmented Lagrange Multiplier Functions and Duality in Nonconvex Programming

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Identifiers

zbMATH Open document ID

1464.90094

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DOI

10.1080/10556788.2020.1746962

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5858985