Extended convergence results for the method of multipliers for nonstrictly binding inequality constraints

DOI10.1007/BF00940582zbMath0797.90087MaRDI QIDQ1321416

L. Contesse-Becker

Publication date: 27 April 1994

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

zbMATH Keywords

second-order optimality conditionsmethod of multipliersinequality constrained problemsasymptotical linear convergenceequality constrained problemsnonstrict complementary slacknesspenalty Lagrangian methods

Mathematics Subject Classification ID

Related Items (22)

On the convergence properties of a second-order augmented Lagrangian method for nonlinear programming problems with inequality constraints ⋮ Perturbed augmented Lagrangian method framework with applications to proximal and smoothed variants ⋮ An inexact restoration strategy for the globalization of the sSQP method ⋮ Augmented Lagrangian methods for convex matrix optimization problems ⋮ Strong Variational Sufficiency for Nonlinear Semidefinite Programming and Its Implications ⋮ Study on convex optimization with least constraint violation under a general measure ⋮ The augmented Lagrangian method can approximately solve convex optimization with least constraint violation ⋮ The rate of convergence of proximal method of multipliers for equality constrained optimization problems ⋮ Local convergence analysis of augmented Lagrangian method for nonlinear semidefinite programming ⋮ The rate of convergence of the augmented Lagrangian method for nonlinear semidefinite programming ⋮ The Linear and Asymptotically Superlinear Convergence Rates of the Augmented Lagrangian Method with a Practical Relative Error Criterion ⋮ On the approximate augmented Lagrangian for nonlinear symmetric cone programming ⋮ Separation approach for augmented lagrangians in Constrained nonconvex optimization ⋮ On the behaviour of constrained optimization methods when Lagrange multipliers do not exist ⋮ The global convergence of augmented Lagrangian methods based on NCP function in constrained nonconvex optimization ⋮ Convergence of the augmented Lagrangian method for nonlinear optimization problems over second-order cones ⋮ The rate of convergence of proximal method of multipliers for nonlinear semidefinite programming ⋮ Improved local convergence results for augmented Lagrangian methods in \(C^2\)-cone reducible constrained optimization ⋮ On the R-superlinear convergence of the KKT residuals generated by the augmented Lagrangian method for convex composite conic programming ⋮ Unified convergence analysis of a second-order method of multipliers for nonlinear conic programming ⋮ The rate of convergence of proximal method of multipliers for nonlinear programming ⋮ The Rate of Convergence of a NLM Based on F–B NCP for Constrained Optimization Problems Without Strict Complementarity

Cites Work

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• On the convergence properties of second-order multiplier methods
• Multiplier and gradient methods
• Approximation of the classical isoperimetric problem
• The multiplier method of Hestenes and Powell applied to convex programming
• On Penalty and Multiplier Methods for Constrained Minimization
• Composition and union of general algorithms of optimization
• A general saddle point result for constrained optimization
• A new method for the optimization of a nonlinear function subject to nonlinear constraints

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