On the convergence of augmented Lagrangian methods for nonlinear semidefinite programming
From MaRDI portal
Publication:1928305
DOI10.1007/s10898-011-9779-xzbMath1261.90035MaRDI QIDQ1928305
Publication date: 3 January 2013
Published in: Journal of Global Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10898-011-9779-x
boundedness of multipliers; convergence to an \(\epsilon\)-global solution; modified augmented Lagrangian methods; nonlinear semidefinite program
90C22: Semidefinite programming
Related Items
A primal-dual interior point trust-region method for nonlinear semidefinite programming, Convergence to a second-order critical point by a primal-dual interior point trust-region method for nonlinear semidefinite programming, A homotopy method based on penalty function for nonlinear semidefinite programming, Augmented Lagrangian functions for cone constrained optimization: the existence of global saddle points and exact penalty property, Nonlinear separation approach for the augmented Lagrangian in nonlinear semidefinite programming, A unified approach to the global exactness of penalty and augmented Lagrangian functions. II: Extended exactness, A new QP-free algorithm without a penalty function or a filter for nonlinear semidefinite programming, A superlinearly convergent SSDP algorithm for nonlinear semidefinite programming, Optimality conditions and global convergence for nonlinear semidefinite programming, An augmented Lagrangian algorithm for nonlinear semidefinite programming applied to the covering problem, On saddle points in semidefinite optimization via separation scheme, Circulant tensors with applications to spectral hypergraph theory and stochastic process, A globally convergent QP-free algorithm for nonlinear semidefinite programming, Global convergence of modified augmented Lagrangian methods for nonlinear semidefinite programming
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Semidefinite relaxations of dynamical programs under discrete constraints
- Saddle points of general augmented Lagrangians for constrained nonconvex optimization
- Unified theory of augmented Lagrangian methods for constrained global optimization
- On representations of the feasible set in convex optimization
- Properties of the augmented Lagrangian in nonlinear semidefinite optimization
- The rate of convergence of the augmented Lagrangian method for nonlinear semidefinite programming
- Separation approach for augmented lagrangians in Constrained nonconvex optimization
- Convergence properties of modified and partially-augmented Lagrangian methods for mathematical programs with complementarity constraints
- Lower-order penalization approach to nonlinear semidefinite programming
- The global convergence of augmented Lagrangian methods based on NCP function in constrained nonconvex optimization
- First and second order analysis of nonlinear semidefinite programs
- Topics in semidefinite and interior-point methods
- Optimality conditions for nonconvex semidefinite programming
- Novel approaches to hard discrete optimization
- An interior method for nonconvex semidefinite programs
- How to generate weakly infeasible semidefinite programs via Lasserre's relaxations for polynomial optimization
- Global minimization using an augmented Lagrangian method with variable lower-level constraints
- On the convergence properties of modified augmented Lagrangian methods for mathematical programming with complementarity constraints
- Augmented Lagrangian methods under the constant positive linear dependence constraint qualification
- Numerical comparison of augmented Lagrangian algorithms for nonconvex problems
- Approximate augmented Lagrangian functions and nonlinear semidefinite programs
- An Augmented Lagrangian Function with Improved Exactness Properties
- Lagrange Multipliers and Optimality
- An augmented Lagrangian method for a class of LMI-constrained problems in robust control theory
- Local Duality of Nonlinear Semidefinite Programming
- A Globally Convergent Augmented Lagrangian Algorithm for Optimization with General Constraints and Simple Bounds
- Semidefinite optimization
- On the Convergence of Augmented Lagrangian Methods for Constrained Global Optimization
- On Augmented Lagrangian Methods with General Lower-Level Constraints
- Convergence properties of augmented Lagrangian methods for constrained global optimization
- Constraint Nondegeneracy, Strong Regularity, and Nonsingularity in Semidefinite Programming
- Linear Matrix Inequalities in System and Control Theory
- Penalty/Barrier multiplier algorthm for semidefinit programming∗
- Robust Control via Sequential Semidefinite Programming
- Partially Augmented Lagrangian Method for Matrix Inequality Constraints
- A Global Algorithm for Nonlinear Semidefinite Programming
- Advances in Linear Matrix Inequality Methods in Control
- Semidefinite Programs: New Search Directions, Smoothing-Type Methods, and Numerical Results
- Semidefinite Programming
- The Strong Second-Order Sufficient Condition and Constraint Nondegeneracy in Nonlinear Semidefinite Programming and Their Implications
- Local convergence of an augmented Lagrangian method for matrix inequality constrained programming
- Some Properties of the Augmented Lagrangian in Cone Constrained Optimization
- Handbook of semidefinite programming. Theory, algorithms, and applications
- Handbook of semidefinite programming. Theory, algorithms, and applications
- Optimal design of trusses under a nonconvex global buckling constraint
