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

DOI10.1016/J.AMC.2008.10.015zbMATH Open1160.65031OpenAlexW2026116392MaRDI QIDQ1004224FDOQ1004224

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

algorithmsnonconvex optimizationnumerical resultsconstrained 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)

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Cited In (3)

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

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