A convergence analysis of a nonlinear Lagrange algorithm for general nonlinear constrained optimization problems

DOI10.1007/S11766-014-3173-7MaRDI QIDQ2350402zbMATH OpenOpenAlexFDO

Authors Lixun Wu, Suxiang He

Publication date 29 June 2015

Published in Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11766-014-3173-7

zbMATH Keywords

condition numbergeneral nonlinear constrained optimization problemmultiplier mappingnonlinear Lagrange algorithmsolution mapping

Mathematics Subject Classification ID

Numerical computation of matrix norms, conditioning, scaling (65F35) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30)

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Cites work

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Cited in

(8)

• Analysis and implementation of a dual algorithm for constrained optimization
• Convergence analysis of a nonlinear Lagrangian algorithm for nonlinear programming with inequality constraints
• A class of nonlinear Lagrangian algorithms for minimax problems
• Improving the performance of weighted Lagrange-multiplier methods for nonlinear constrained optimization
• Convergence analysis of a nonlinear Lagrangian method for nonconvex semidefinite programming with subproblem inexactly solved
• A Nonlinear Lagrange Algorithm for Minimax Problems with General Constraints
• A modified Lagrangian algorithm for solving nonlinear constrained optimization problems
• The nonlinear programming method of Wilson, Han, and Powell with an augmented Lagrangian type line search function. I. Convergence analysis

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