Optimality properties of an augmented Lagrangian method on infeasible problems
From MaRDI portal
Publication:2352419
DOI10.1007/s10589-014-9685-5zbMath1341.90127MaRDI QIDQ2352419
Ernesto G. Birgin, L. F. Prudente, José Mario Martínez
Publication date: 1 July 2015
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10589-014-9685-5
90C30: Nonlinear programming
Related Items
Rapid infeasibility detection in a mixed logarithmic barrier-augmented Lagrangian method for nonlinear optimization, Mathematical programs with equilibrium constraints: a sequential optimality condition, new constraint qualifications and algorithmic consequences, Augmented Lagrangians with constrained subproblems and convergence to second-order stationary points, Augmented Lagrangian methods for nonlinear programming with possible infeasibility, Existence of augmented Lagrange multipliers: reduction to exact penalty functions and localization principle, An example comparing the standard and safeguarded augmented Lagrangian methods, A support tool for planning classrooms considering social distancing between students, On the convergence of inexact augmented Lagrangian methods for problems with convex constraints, Optimality properties of an augmented Lagrangian method on infeasible problems, An augmented Lagrangian method for equality constrained optimization with rapid infeasibility detection capabilities, Ontology Sparse Vector Learning Algorithm for Ontology Similarity Measuring and Ontology Mapping via ADAL Technology
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Handling infeasibility in a large-scale nonlinear optimization algorithm
- Implications of the constant rank constraint qualification
- A nonmonotone filter method for nonlinear optimization
- A relaxed constant positive linear dependence constraint qualification and applications
- Augmented Lagrangians with possible infeasibility and finite termination for global nonlinear programming
- A filter SQP algorithm without a feasibility restoration phase
- Partial spectral projected gradient method with active-set strategy for linearly constrained optimization
- Optimal quadratic programming algorithms. With applications to variational inequalities
- Large-scale active-set box-constrained optimization method with spectral projected gradients
- Interior-point methods for nonconvex nonlinear programming: Filter methods and merit functions
- Global minimization using an augmented Lagrangian method with variable lower-level constraints
- Optimality properties of an augmented Lagrangian method on infeasible problems
- Augmented Lagrangian methods under the constant positive linear dependence constraint qualification
- Numerical comparison of augmented Lagrangian algorithms for nonconvex problems
- On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
- Multiplier and gradient methods
- Relation between the constant rank and the relaxed constant rank constraint qualifications
- The boundedness of penalty parameters in an augmented Lagrangian method with constrained subproblems
- Parametric Nonlinear Programming Problems under the Relaxed Constant Rank Condition
- Infeasibility Detection and SQP Methods for Nonlinear Optimization
- A New Sequential Optimality Condition for Constrained Optimization and Algorithmic Consequences
- On relaxed constant rank regularity condition in mathematical programming
- Improving ultimate convergence of an augmented Lagrangian method
- On Augmented Lagrangian Methods with General Lower-Level Constraints
- Probing the Pareto Frontier for Basis Pursuit Solutions
- Augmented Lagrangians with Adaptive Precision Control for Quadratic Programming with Simple Bounds and Equality Constraints
- Trust Region Methods
- Nonmonotone Spectral Projected Gradient Methods on Convex Sets
- On the Global Convergence of a Filter--SQP Algorithm
- Global Convergence of a Trust-Region SQP-Filter Algorithm for General Nonlinear Programming
- Two New Weak Constraint Qualifications and Applications
- A Progressive Barrier for Derivative-Free Nonlinear Programming
- CUTEr and SifDec
- Mesh Adaptive Direct Search Algorithms for Constrained Optimization
- Augmented Lagrange Multiplier Functions and Duality in Nonconvex Programming
- On sequential optimality conditions for smooth constrained optimization
- A trust region method based on interior point techniques for nonlinear programming.
- Nonlinear programming without a penalty function.
