The global convergence of augmented Lagrangian methods based on NCP function in constrained nonconvex optimization

DOI10.1016/j.amc.2008.10.015zbMath1160.65031OpenAlexW2026116392MaRDI QIDQ1004224

J. Martínez

Publication date: 2 March 2009

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2008.10.015

zbMATH Keywords

algorithmsnumerical resultsconstrained optimizationnonconvex optimizationnonlinear complementarity problemaugmented Lagrangian methodsdegenerate pointconvergence to KKT pointKarush-Kuhn-Tucker point

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items

On local search in d.c. optimization problems, On the convergence of augmented Lagrangian methods for nonlinear semidefinite programming, On constrained optimization by interval arithmetic and interval order relations

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