A mixed logarithmic barrier-augmented Lagrangian method for nonlinear optimization
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Publication:2363570
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Cited in
(19)- A modified barrier-augmented Lagrangian method for constrained minimization
- A primal-dual augmented Lagrangian penalty-interior-point filter line search algorithm
- An interior point-proximal method of multipliers for convex quadratic programming
- Local convergence analysis of a primal-dual method for bound-constrained optimization without SOSC
- Boundedness of the inverse of a regularized Jacobian matrix in constrained optimization and applications
- A primal-dual modified log-barrier method for inequality constrained nonlinear optimization
- An augmented Lagrangian method for equality constrained optimization with rapid infeasibility detection capabilities
- Dynamic non-diagonal regularization in interior point methods for linear and convex quadratic programming
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- A globally convergent regularized interior point method for constrained optimization
- Rapid infeasibility detection in a mixed logarithmic barrier-augmented Lagrangian method for nonlinear optimization
- Structured regularization for barrier NLP solvers
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