An example comparing the standard and safeguarded augmented Lagrangian methods
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Publication:1728363
DOI10.1016/j.orl.2017.09.005zbMath1409.90186MaRDI QIDQ1728363
Christian Kanzow, Daniel Steck
Publication date: 22 February 2019
Published in: Operations Research Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.orl.2017.09.005
global convergence; nonlinear programming; counterexample; augmented Lagrangian method; multiplier safeguarding
Uses Software