Convergence of the augmented Lagrangian method for nonlinear optimization problems over second-order cones

DOI10.1007/s10957-008-9390-6zbMath1176.90573OpenAlexW2137213153MaRDI QIDQ1014035

Li-wei Zhang, Yong-Jin Liu

Publication date: 24 April 2009

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-008-9390-6

zbMATH Keywords

semismooth functionsrates of local convergence

Mathematics Subject Classification ID

Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56)

Related Items

The rate of convergence of proximal method of multipliers for second-order cone optimization problems, A line search penalty-free method for nonlinear second-order cone programming, The use of squared slack variables in nonlinear second-order cone programming, Optimality conditions for nonlinear second-order cone programming and symmetric cone programming, On the characterizations of solutions to perturbed l₁ conic optimization problem, A unified approach to the global exactness of penalty and augmented Lagrangian functions. I: Parametric exactness, A homotopy method for nonlinear second-order cone programming, A \({\mathcal {VU}}\)-decomposition method for a second-order cone programming problem, Augmented Lagrangian functions for cone constrained optimization: the existence of global saddle points and exact penalty property, Log-sigmoid nonlinear Lagrange method for nonlinear optimization problems over second-order cones, A prediction-correction inexact alternating direction method for convex nonlinear second-order cone programming with linear constraints, Improved local convergence results for augmented Lagrangian methods in \(C^2\)-cone reducible constrained optimization, A feasible direction algorithm for nonlinear second-order cone programs, Convergence of an augmented Lagrange algorithm for nonlinear optimizations with second-order cone constraints, Unified convergence analysis of a second-order method of multipliers for nonlinear conic programming, On the existence of saddle points for nonlinear second-order cone programming problems

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Properties of the augmented Lagrangian in nonlinear semidefinite optimization
• Convergence analysis of the augmented Lagrangian method for nonlinear second-order cone optimization problems
• The augmented Lagrangian method for equality and inequality constraints in Hilbert spaces
• The rate of convergence of the augmented Lagrangian method for nonlinear semidefinite programming
• Extended convergence results for the method of multipliers for nonstrictly binding inequality constraints
• Second-order cone programming
• Complementarity functions and numerical experiments on some smoothing Newton methods for second-order-cone complementarity problems
• A nonsmooth version of Newton's method
• Power penalty method for a linear complementarity problem arising from American option valuation
• Multiplier and gradient methods
• The multiplier method of Hestenes and Powell applied to convex programming
• Perturbation analysis of second-order cone programming problems
• A Globally Convergent Augmented Lagrangian Algorithm for Optimization with General Constraints and Simple Bounds
• Optimization and nonsmooth analysis
• On Penalty and Multiplier Methods for Constrained Minimization
• Semismooth and Semiconvex Functions in Constrained Optimization
• A dual approach to solving nonlinear programming problems by unconstrained optimization
• Semismooth Homeomorphisms and Strong Stability of Semidefinite and Lorentz Complementarity Problems
• Some Properties of the Augmented Lagrangian in Cone Constrained Optimization
• Definite and Semidefinite Quadratic Forms
• A further result on an implicit function theorem for locally Lipschitz functions