A primal dual modified subgradient algorithm with sharp Lagrangian

DOI10.1007/S10898-009-9429-8MaRDI QIDQ2268932zbMATH OpenOpenAlexDBLPWikidataFDO

Authors J. G. Melo, R. S. Burachik, Alfredo Iusem

Publication date 15 March 2010

Published in Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10898-009-9429-8

Mathematics Subject Classification ID

Numerical methods involving duality (49M29) Numerical methods based on nonlinear programming (49M37) Nonconvex programming, global optimization (90C26)

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Cites work

• A Unified Augmented Lagrangian Approach to Duality and Exact Penalization
• Abstract Convexity and Augmented Lagrangians
• Abstract convexity for nonconvex optimization duality
• An inexact modified subgradient algorithm for nonconvex optimization
• An update rule and a convergence result for a penalty function method
• Augmented Lagrangian duality and nondifferentiable optimization methods in nonconvex programming
• Further study on augmented Lagrangian duality theory
• scientific article; zbMATH DE number 1894724 (Why is no real title available?)
• Lagrange-type functions in constrained non-convex optimization.
• On a modified subgradient algorithm for dual problems via sharp augmented Lagrangian
• On augmented Lagrangians for optimization problems with a single constraint
• The Zero Duality Gap Property and Lower Semicontinuity of the Perturbation Function

Cited in

(20)

• A hybrid epigraph directions method for nonsmooth and nonconvex constrained optimization via generalized augmented Lagrangian duality and a genetic algorithm
• An inexact modified subgradient algorithm for primal-dual problems via augmented Lagrangians
• On weak conjugacy, augmented Lagrangians and duality in nonconvex optimization
• A flexible inexact-restoration method for constrained optimization
• On a modified subgradient algorithm for dual problems via sharp augmented Lagrangian
• A Deflected Subgradient Method Using a General Augmented Lagrangian Duality with Implications on Penalty Methods
• A subgradient method for multiobjective optimization on Riemannian manifolds
• Subgradient method for convex feasibility on Riemannian manifolds
• Interior epigraph directions method for nonsmooth and nonconvex optimization via generalized augmented Lagrangian duality
• A primal–dual penalty method via rounded weighted-ℓ₁ Lagrangian duality
• The modified subgradient algorithm based on feasible values
• The exact penalty map for nonsmooth and nonconvex optimization
• scientific article; zbMATH DE number 2221956 (Why is no real title available?)
• Decomposition methods for global solution of mixed-integer linear programs
• An augmented penalty function method with penalty parameter updates for nonconvex optimization
• Convergence analysis of primal-dual augmented Lagrangian methods and duality theory
• Enhancing sharp augmented Lagrangian methods with smoothing techniques for nonlinear programming
• On asymptotic Lagrangian duality for nonsmooth optimization
• A branch-and-bound algorithm for parametric mixed-binary nonlinear programs
• Augmented Lagrangian methods for nonlinear programming with possible infeasibility

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