Unified convergence analysis of a second-order method of multipliers for nonlinear conic programming
From MaRDI portal
Publication:2090426
DOI10.1007/s11425-021-1920-5OpenAlexW3202488746MaRDI QIDQ2090426
Xinyuan Zhao, Liang Chen, Junyuan Zhu
Publication date: 25 October 2022
Published in: Science China. Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2109.14786
semidefinite programmingconvergence rateaugmented Lagrangian methodgeneralized Newton methodsecond-order cone programmingsecond-order method of multipliers
Numerical mathematical programming methods (65K05) Semidefinite programming (90C22) Nonsmooth analysis (49J52) Set-valued functions (26E25)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- SDPNAL+: a majorized semismooth Newton-CG augmented Lagrangian method for semidefinite programming with nonnegative constraints
- Analysis of nonsmooth vector-valued functions associated with second-order cones.
- On the convergence properties of a second-order augmented Lagrangian method for nonlinear programming problems with inequality constraints
- 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
- On the coderivative of the projection operator onto the second-order cone
- Convergence of the augmented Lagrangian method for nonlinear optimization problems over second-order cones
- Multiplier methods: A survey
- On the convergence properties of second-order multiplier methods
- Extended convergence results for the method of multipliers for nonstrictly binding inequality constraints
- Sensitivity analysis of generalized equations
- Second-order cone programming
- Complementarity functions and numerical experiments on some smoothing Newton methods for second-order-cone complementarity problems
- Towards an efficient augmented Lagrangian method for convex quadratic programming
- A nonsmooth version of Newton's method
- Analysis on a superlinearly convergent augmented Lagrangian method
- Multiplier and gradient methods
- The multiplier method of Hestenes and Powell applied to convex programming
- Perturbation analysis of second-order cone programming problems
- Semismoothness of solutions to generalized equations and the Moreau-Yosida regularization
- Smoothing Functions for Second-Order-Cone Complementarity Problems
- A Newton-CG Augmented Lagrangian Method for Semidefinite Programming
- Nonsmooth Equations: Motivation and Algorithms
- A Globally Convergent Augmented Lagrangian Algorithm for Optimization with General Constraints and Simple Bounds
- Local structure of feasible sets in nonlinear programming, part II: Nondegeneracy
- Optimization and nonsmooth analysis
- A Convergence Theory for a Class of Quasi-Newton Methods for Constrained Optimization
- Strongly Regular Generalized Equations
- On Penalty and Multiplier Methods for Constrained Minimization
- An Ideal Penalty Function for Constrained Optimization
- Semismooth and Semiconvex Functions in Constrained Optimization
- Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming
- Nondegeneracy and Quantitative Stability of Parameterized Optimization Problems with Multiple Solutions
- Newton and Quasi-Newton Methods for a Class of Nonsmooth Equations and Related Problems
- Variational Analysis
- A Highly Efficient Semismooth Newton Augmented Lagrangian Method for Solving Lasso Problems
- Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations
- A dual approach to solving nonlinear programming problems by unconstrained optimization
- On the Local Convergence of Semismooth Newton Methods for Linear and Nonlinear Second-Order Cone Programs Without Strict Complementarity
- A Combined Smoothing and Regularization Method for Monotone Second-Order Cone Complementarity Problems
- The Strong Second-Order Sufficient Condition and Constraint Nondegeneracy in Nonlinear Semidefinite Programming and Their Implications
- Semismooth Matrix-Valued Functions
- Semismooth Homeomorphisms and Strong Stability of Semidefinite and Lorentz Complementarity Problems
- Constraint Nondegeneracy in Variational Analysis