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

DOI10.1016/j.amc.2008.10.015zbMath1160.65031MaRDI 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

algorithms; numerical results; constrained optimization; nonconvex optimization; nonlinear complementarity problem; augmented Lagrangian methods; degenerate point; convergence to KKT point; Karush-Kuhn-Tucker point

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

90C26: Nonconvex programming, global optimization

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