Local convergence analysis of augmented Lagrangian method for nonlinear semidefinite programming
From MaRDI portal
Abstract: The augmented Lagrangian method (ALM) has gained tremendous popularity for its elegant theory and impressive numerical performance since it was proposed by Hestenes and Powell in 1969. It has been widely used in numerous efficient solvers to improve numerical performance to solve many problems. In this paper, without requiring the uniqueness of multipliers, the local (asymptotic Q-superlinear) Q-linear convergence rate of the primal-dual sequences generated by ALM for the nonlinear semidefinite programming (NLSDP) is established by assuming the second-order sufficient condition (SOSC) and the semi-isolated calmness of the Karush-Kuhn-Tucker (KKT) solution under some mild conditions.
Recommendations
- The rate of convergence of the augmented Lagrangian method for nonlinear semidefinite programming
- On the convergence of augmented Lagrangian methods for nonlinear semidefinite programming
- Global convergence of modified augmented Lagrangian methods for nonlinear semidefinite programming
- Convergence of the augmented Lagrangian method for nonlinear optimization problems over second-order cones
- Properties of the augmented Lagrangian in nonlinear semidefinite optimization
Cites work
- A dual approach to solving nonlinear programming problems by unconstrained optimization
- A Globally Convergent Augmented Lagrangian Algorithm for Optimization with General Constraints and Simple Bounds
- A highly efficient semismooth Newton augmented Lagrangian method for solving lasso problems
- A Newton-CG augmented Lagrangian method for semidefinite programming
- A note on upper Lipschitz stability, error bounds, and critical multipliers for Lipschitz-continuous KKT systems
- A practical relative error criterion for augmented Lagrangians
- Asymptotic Convergence Analysis of the Proximal Point Algorithm
- Augmented Lagrangian method for second-order cone programs under second-order sufficiency
- Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming
- Augmented Lagrangians and hidden convexity in sufficient conditions for local optimality
- Characterization of the robust isolated calmness for a class of conic programming problems
- Convergence of augmented Lagrangian methods in extensions beyond nonlinear programming
- Convex Analysis
- Critical multipliers in variational systems via second-order generalized differentiation
- Extended convergence results for the method of multipliers for nonstrictly binding inequality constraints
- First order optimality conditions for mathematical programs with semidefinite cone complementarity constraints
- Generalized equations and their solutions, part II: Applications to nonlinear programming
- Generalized Hessian Properties of Regularized Nonsmooth Functions
- scientific article; zbMATH DE number 3148887 (Why is no real title available?)
- scientific article; zbMATH DE number 3914081 (Why is no real title available?)
- scientific article; zbMATH DE number 3539473 (Why is no real title available?)
- scientific article; zbMATH DE number 1099075 (Why is no real title available?)
- scientific article; zbMATH DE number 1502618 (Why is no real title available?)
- scientific article; zbMATH DE number 3441150 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 3309655 (Why is no real title available?)
- Implicit Functions and Solution Mappings
- Improved local convergence results for augmented Lagrangian methods in \(C^2\)-cone reducible constrained optimization
- Lagrange Multipliers and Optimality
- Local convergence analysis of augmented Lagrangian methods for piecewise linear-quadratic composite optimization problems
- Local convergence of exact and inexact augmented Lagrangian methods under the second-order sufficient optimality condition
- Local Convergence of the Proximal Point Algorithm and Multiplier Methods Without Monotonicity
- Monotone Operators and the Proximal Point Algorithm
- Multiplier and gradient methods
- Necessary Optimality Conditions for Optimization Problems with Variational Inequality Constraints
- Newton-Type Methods for Optimization and Variational Problems
- On Error Bounds and Multiplier Methods for Variational Problems in Banach Spaces
- On Projection Algorithms for Solving Convex Feasibility Problems
- On the R-superlinear convergence of the KKT residuals generated by the augmented Lagrangian method for convex composite conic programming
- Optimization and nonsmooth analysis
- Parabolic regularity in geometric variational analysis
- QSDPNAL: a two-phase augmented Lagrangian method for convex quadratic semidefinite programming
- Quadratic growth conditions for convex matrix optimization problems associated with spectral functions
- SDPNAL+: a majorized semismooth Newton-CG augmented Lagrangian method for semidefinite programming with nonnegative constraints
- Semismooth Matrix-Valued Functions
- Some continuity properties of polyhedral multifunctions
- Some Properties of the Augmented Lagrangian in Cone Constrained Optimization
- Strong conical hull intersection property, bounded linear regularity, Jameson's property \((G)\), and error bounds in convex optimization
- Strong Semismoothness of Eigenvalues of Symmetric Matrices and Its Application to Inverse Eigenvalue Problems
- The augmented Lagrangian method for equality and inequality constraints in Hilbert spaces
- The multiplier method of Hestenes and Powell applied to convex programming
- The rate of convergence of the augmented Lagrangian method for nonlinear semidefinite programming
- The Strong Second-Order Sufficient Condition and Constraint Nondegeneracy in Nonlinear Semidefinite Programming and Their Implications
- Upper Lipschitz behavior of solutions to perturbed \(C^{1,1}\) programs
- Variational Analysis
Cited in
(3)
This page was built for publication: Local convergence analysis of augmented Lagrangian method for nonlinear semidefinite programming
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6179872)
