Perturbed augmented Lagrangian method framework with applications to proximal and smoothed variants

DOI10.1007/S10957-021-01914-YMaRDI QIDQ2139269zbMATH OpenOpenAlexFDO

Authors A. F. Izmailov, M. V. Solodov

Publication date 17 May 2022

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

Full work available at URL https://doi.org/10.1007/s10957-021-01914-y

zbMATH Keywords

smoothingaugmented Lagrangiansemistabilitystrong metric regularitysuperlinear convergencelinear convergenceupper Lipschitz stabilityproximal method of multiplierssecond-order sufficient optimality conditions

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Methods of successive quadratic programming type (90C55) Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Recommendations

• Local convergence of exact and inexact augmented Lagrangian methods under the second-order sufficient optimality condition
• scientific article; zbMATH DE number 4092678
• On the convergence of inexact augmented Lagrangian methods for problems with convex constraints
• scientific article; zbMATH DE number 2190118
• New convergence properties of the primal augmented Lagrangian method

Cites work

• scientific article; zbMATH DE number 3914081 (Why is no real title available?)
• scientific article; zbMATH DE number 1206370 (Why is no real title available?)
• scientific article; zbMATH DE number 3309655 (Why is no real title available?)
• A class of smoothing functions for nonlinear and mixed complementarity problems
• A note on upper Lipschitz stability, error bounds, and critical multipliers for Lipschitz-continuous KKT systems
• Abstract Newtonian frameworks and their applications
• Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming
• Extended convergence results for the method of multipliers for nonstrictly binding inequality constraints
• Finite-Dimensional Variational Inequalities and Complementarity Problems
• Implicit Functions and Solution Mappings
• Improved local convergence results for augmented Lagrangian methods in \(C^2\)-cone reducible constrained optimization
• Lagrange Multipliers and Optimality
• Local analysis of Newton-type methods for variational inequalities and nonlinear programming
• Local and global analysis of multiplier methods for constrained optimization in Banach spaces
• Local convergence of exact and inexact augmented Lagrangian methods under the second-order sufficient optimality condition
• Local convergence of the method of multipliers for variational and optimization problems under the noncriticality assumption
• Multiplier and gradient methods
• Multiplier methods: A survey
• Newton-Type Methods for Optimization and Variational Problems
• Newton-type methods: a broader view
• Nonlinear optimization.
• Numerical Optimization
• On second-order sufficient optimality conditions for c ^1,1-optimization problems
• On the R-superlinear convergence of the KKT residuals generated by the augmented Lagrangian method for convex composite conic programming
• Practical augmented Lagrangian methods for constrained optimization
• The Josephy-Newton method for semismooth generalized equations and semismooth SQP for 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 proximal method of multipliers for equality constrained optimization problems
• The rate of convergence of proximal method of multipliers for nonlinear programming
• Trust Region Methods

Cited in

(2)

• Generalizations of the proximal method of multipliers in convex optimization
• A smoothing augmented Lagrangian method for nonconvex, nonsmooth constrained programs and its applications to bilevel problems

Describes a project that uses

Uses Software

• ALGENCAN

This page was built for publication: Perturbed augmented Lagrangian method framework with applications to proximal and smoothed variants

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2139269)