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

DOI10.1007/S10957-008-9390-6MaRDI QIDQ1014035zbMATH OpenOpenAlexFDO

Authors Yong-Jin Liu, Liwei Zhang

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)

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Cites work

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• Some Properties of the Augmented Lagrangian in Cone Constrained Optimization
• The augmented Lagrangian method for equality and inequality constraints in Hilbert spaces
• The multiplier method of Hestenes and Powell applied to convex programming
• The rate of convergence of the augmented Lagrangian method for nonlinear semidefinite programming

Cited in

(35)

• The rate of convergence of a NLM based on F-B NCP for constrained optimization problems without strict complementarity
• Local convergence analysis of augmented Lagrangian methods for piecewise linear-quadratic composite optimization problems
• Augmented Lagrangians with constrained subproblems and convergence to second-order stationary points
• 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
• On the convergence properties of a second-order augmented Lagrangian method for nonlinear programming problems with inequality constraints
• The rate of convergence of augmented Lagrangian method for minimax optimization problems with equality constraints
• Convergence analysis of a nonlinear Lagrange method for optimization problems over nonlinear second-order cones
• A second-order convergence augmented Lagrangian method using non-quadratic penalty functions
• Unified convergence analysis of a second-order method of multipliers for nonlinear conic programming
• Log-sigmoid nonlinear Lagrange method for nonlinear optimization problems over second-order cones
• The linear and asymptotically superlinear convergence rates of the augmented Lagrangian method with a practical relative error criterion
• Augmented Lagrangian functions for cone constrained optimization: the existence of global saddle points and exact penalty property
• An inexact augmented Lagrangian method for second-order cone programming with applications
• Optimality conditions for problems over symmetric cones and a simple augmented Lagrangian method
• Augmented Lagrangian method for second-order cone programs under second-order sufficiency
• Convergence of an augmented Lagrange algorithm for nonlinear optimizations with second-order cone constraints
• The use of squared slack variables in nonlinear second-order cone programming
• On the characterizations of solutions to perturbed \(l_1\) conic optimization problem
• A homotopy method for nonlinear second-order cone programming
• Convergence analysis of Carroll function method for nonlinear SOC programs
• Local convergence analysis of augmented Lagrangian method for nonlinear semidefinite programming
• Local convergence of exact and inexact augmented Lagrangian methods under the second-order sufficient optimality condition
• The augmented Lagrangian method for a type of inverse quadratic programming problems over second-order cones
• Optimality conditions for nonlinear second-order cone programming and symmetric cone programming
• A unified approach to the global exactness of penalty and augmented Lagrangian functions. I: Parametric exactness
• On the existence of saddle points for nonlinear second-order cone programming problems
• Quadratic convergence to the optimal solution of second-order conic optimization without strict complementarity
• 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
• Convergence analysis of the augmented Lagrangian method for nonlinear second-order cone optimization problems
• The rate of convergence of the augmented Lagrangian method for nonlinear semidefinite programming
• A \({\mathcal {VU}}\)-decomposition method for a second-order cone programming problem
• Local convergence of the method of multipliers for variational and optimization problems under the noncriticality assumption
• A feasible direction algorithm for nonlinear second-order cone programs

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