Log-sigmoid multipliers method in constrained optimization

DOI10.1023/A:1010938423538MaRDI QIDQ5948191zbMATH OpenFDO

Authors Roman A. Polyak

Publication date 31 October 2001

Published in Annals of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/A:1010938423538

zbMATH Keywords

dualitylog-sigmoidmultipliers methodsmoothing technique

Mathematics Subject Classification ID

Duality theory (optimization) (49N15) Nonlinear programming (90C30) Optimality conditions and duality in mathematical programming (90C46)

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Cited in

(31)

• Log-sigmoid nonlinear Lagrange method for nonlinear optimization problems over second-order cones
• Convergence of an augmented Lagrange algorithm for nonlinear optimizations with second-order cone constraints
• On the convergence properties of modified augmented Lagrangian methods for mathematical programming with complementarity constraints
• A convergence analysis of a nonlinear Lagrange algorithm for general nonlinear constrained optimization problems
• A nonlinear Lagrangian based on Fischer-Burmeister NCP function
• Numerical comparison of augmented Lagrangian algorithms for nonconvex problems
• Primal-dual nonlinear rescaling method with dynamic scaling parameter update
• A nonlinear Lagrangian for constrained optimization problems
• Decomposition methods based on augmented Lagrangians: a survey
• The Legendre transformation in modern optimization
• A Nonlinear Lagrange Algorithm for Minimax Problems with General Constraints
• A new nonlinear Lagrangian method for nonconvex semidefinite programming
• A log-sigmoid regularization method for saddle point seeking
• A CLASS OF NONLINEAR LAGRANGIANS: THEORY AND ALGORITHM
• Improved dual algorithm for constrained optimization problems
• Modified Lagrangian methods for separable optimization problems
• Nonlinear rescaling Lagrangians for nonconvex semidefinite programming
• The rate of convergence of a NLM based on F-B NCP for constrained optimization problems without strict complementarity
• A class of nonlinear Lagrangians for nonconvex second order cone programming
• Nonlinear rescaling method and self-concordant functions
• Intensity modulated radiotherapy treatment planning by use of a barrier-penalty multiplier method
• Primal–dual exterior point method for convex optimization
• Duality in convex optimization for the hyperbolic augmented Lagrangian
• Dislocation hyperbolic kernel function
• Convergence analysis of primal-dual augmented Lagrangian methods and duality theory
• On the global convergence of a general class of augmented Lagrangian methods
• Augmented Lagrangian functions for cone constrained optimization: the existence of global saddle points and exact penalty property
• Unified theory of augmented Lagrangian methods for constrained global optimization
• Primal-dual nonlinear rescaling method for convex optimization
• Nonlinear rescaling as interior quadratic prox method in convex optimization
• A re-scaled twin augmented Lagrangian algorithm for saddle point seeking

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