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

DOI10.1007/s10957-021-01914-yzbMath1492.90172OpenAlexW3188405987MaRDI QIDQ2139269

Alexey F. Izmailov, Mikhail 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

smoothinglinear convergencesuperlinear convergencesemistabilitysecond-order sufficient optimality conditionsaugmented Lagrangianstrong metric regularityupper Lipschitz stabilityproximal method of multipliers

Mathematics Subject Classification ID

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

Related Items

Generalizations of the proximal method of multipliers in convex optimization

Uses Software

• ALGENCAN

Cites Work

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