Augmented Lagrangian methods under the constant positive linear dependence constraint qualification
From MaRDI portal
Publication:2467167
DOI10.1007/S10107-006-0077-1zbMATH Open1163.90041OpenAlexW2155865164MaRDI QIDQ2467167FDOQ2467167
Authors: E. G. Birgin, R. Andreani, J. M. Martínez, María Laura Schuverdt 
Publication date: 21 January 2008
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-006-0077-1
Recommendations
- A sequential optimality condition related to the quasi-normality constraint qualification and its algorithmic consequences
- Convergence Properties of an Augmented Lagrangian Algorithm for Optimization with a Combination of General Equality and Linear Constraints
- Local convergence of exact and inexact augmented Lagrangian methods under the second-order sufficient optimality condition
- scientific article; zbMATH DE number 2190118
- scientific article; zbMATH DE number 3910142
Numerical optimization and variational techniques (65K10) Optimality conditions and duality in mathematical programming (90C46) Nonlinear programming (90C30)
Cites Work
- Title not available (Why is that?)
- Algorithm 813
- CUTE
- Benchmarking optimization software with performance profiles.
- Title not available (Why is that?)
- Nonmonotone Spectral Projected Gradient Methods on Convex Sets
- The Barzilai and Borwein Gradient Method for the Large Scale Unconstrained Minimization Problem
- Numerical comparison of augmented Lagrangian algorithms for nonconvex problems
- The Fritz John necessary optimality conditions in the presence of equality and inequality constraints
- The multiplier method of Hestenes and Powell applied to convex programming
- Lagrange Multipliers and Optimality
- A Globally Convergent Augmented Lagrangian Algorithm for Optimization with General Constraints and Simple Bounds
- On Augmented Lagrangian Methods with General Lower-Level Constraints
- Convergence Properties of an Augmented Lagrangian Algorithm for Optimization with a Combination of General Equality and Linear Constraints
- Sensitivity Analysis of Parameterized Variational Inequalities
- Title not available (Why is that?)
- Finite-dimensional variational inequality and nonlinear complementarity problems: A survey of theory, algorithms and applications
- Regularity Properties of a Semismooth Reformulation of Variational Inequalities
- On the Constant Positive Linear Dependence Condition and Its Application to SQP Methods
- Analysis and implementation of a dual algorithm for constrained optimization
- On the relation between constant positive linear dependence condition and quasinormality constraint qualification
- Large-scale active-set box-constrained optimization method with spectral projected gradients
- Augmented Lagrangians with Adaptive Precision Control for Quadratic Programming with Simple Bounds and Equality Constraints
- On the Barzilai and Borwein choice of steplength for the gradient method
- Title not available (Why is that?)
- Inexact spectral projected gradient methods on convex sets
- Inexact Semimonotonic Augmented Lagrangians with Optimal Feasibility Convergence for Convex Bound and Equality Constrained Quadratic Programming
- A simply constrained optimization reformulation of KKT systems arising from variational inequalities
- Duality-based domain decomposition with natural coarse-space for variational inequalities
- Augmented Lagrangian algorithms based on the spectral projected gradient method for solving nonlinear programming problems
Cited In (88)
- Convergence results of an augmented Lagrangian method using the exponential penalty function
- Proximal methods for nonlinear programming: Double regularization and inexact subproblems
- Augmented Lagrangians with constrained subproblems and convergence to second-order stationary points
- On the convergence of augmented Lagrangian methods for nonlinear semidefinite programming
- Mathematical programs with equilibrium constraints: a sequential optimality condition, new constraint qualifications and algorithmic consequences
- Structured minimal-memory inexact quasi-Newton method and secant preconditioners for augmented Lagrangian optimization
- A sharp augmented Lagrangian-based method in constrained non-convex optimization
- On Optimality Conditions for Nonlinear Conic Programming
- Saddle points of general augmented Lagrangians for constrained nonconvex optimization
- A relaxed constant positive linear dependence constraint qualification and applications
- Augmented Lagrangians with possible infeasibility and finite termination for global nonlinear programming
- Continuous GRASP with a local active-set method for bound-constrained global optimization
- Convergence properties of modified and partially-augmented Lagrangian methods for mathematical programs with complementarity constraints
- Global convergence of modified augmented Lagrangian methods for nonlinear semidefinite programming
- Generalized quadratic augmented Lagrangian methods with nonmonotone penalty parameters
- Complexity and performance of an Augmented Lagrangian algorithm
- An example comparing the standard and safeguarded augmented Lagrangian methods
- Fast convergence of an inexact interior point method for horizontal complementarity problems
- A Gauss-Newton approach for solving constrained optimization problems using differentiable exact penalties
- A globally convergent regularized interior point method for constrained optimization
- A novel augmented Lagrangian method of multipliers for optimization with general inequality constraints
- Packing circles within ellipses
- The use of squared slack variables in nonlinear second-order cone programming
- Global minimization using an augmented Lagrangian method with variable lower-level constraints
- Convergence analysis of modified \(p\)th power Lagrangian algorithms with alternative updating strategies for constrained nonconvex optimization
- On the convergence of inexact augmented Lagrangian methods for problems with convex constraints
- Optimality conditions and global convergence for nonlinear semidefinite programming
- Optimality properties of an augmented Lagrangian method on infeasible problems
- On the convergence properties of modified augmented Lagrangian methods for mathematical programming with complementarity constraints
- Global convergence of a robust filter SQP algorithm
- The global convergence of augmented Lagrangian methods based on NCP function in constrained nonconvex optimization
- A new scalarization technique to approximate Pareto fronts of problems with disconnected feasible sets
- Partial spectral projected gradient method with active-set strategy for linearly constrained optimization
- Some results on augmented Lagrangians in constrained global optimization via image space analysis
- A new augmented Lagrangian method for equality constrained optimization with simple unconstrained subproblem
- A projected-gradient interior-point algorithm for complementarity problems
- On the natural merit function for solving complementarity problems
- Subspace Barzilai-Borwein gradient method for large-scale bound constrained optimization
- Assessing the reliability of general-purpose inexact restoration methods
- An augmented Lagrangian fish swarm based method for global optimization
- A trust-region derivative-free algorithm for constrained optimization
- On the multiplier-penalty-approach for quasi-variational inequalities
- Augmented Lagrangian method with nonmonotone penalty parameters for constrained optimization
- TACO: a toolkit for AMPL control optimization
- An augmented Lagrangian method exploiting an active-set strategy and second-order information
- Critical Lagrange multipliers: what we currently know about them, how they spoil our lives, and what we can do about it
- Global optimization of protein-peptide docking by a filling function method
- Using mathematical programming to solve factored Markov decision processes with imprecise probabilities
- An inexact restoration strategy for the globalization of the sSQP method
- Smoothing augmented Lagrangian method for nonsmooth constrained optimization problems
- A primal-dual interior-point method capable of rapidly detecting infeasibility for nonlinear programs
- Adaptive augmented Lagrangian methods: algorithms and practical numerical experience
- A cover partitioning method for bound constrained global optimization
- Modified subspace limited memory BFGS algorithm for large-scale bound constrained optimization
- Global convergence of a derivative-free inexact restoration filter algorithm for nonlinear programming
- Evaluating bound-constrained minimization software
- An augmented Lagrangian trust region method for equality constrained optimization
- Optimality Conditions and Constraint Qualifications for Generalized Nash Equilibrium Problems and Their Practical Implications
- A practical relative error criterion for augmented Lagrangians
- Algorithm for inequality-constrained least squares problems
- Minimizing the object dimensions in circle and sphere packing problems
- Low order-value optimization and applications
- A globally and quadratically convergent primal–dual augmented Lagrangian algorithm for equality constrained optimization
- Local convergence of the method of multipliers for variational and optimization problems under the noncriticality assumption
- New and improved results for packing identical unitary radius circles within triangles, rectangles and strips
- Un algoritmo Newton inexacto para complementariedad horizontal
- On the cost of solving augmented Lagrangian subproblems
- Sequential optimality conditions for nonlinear optimization on Riemannian manifolds and a globally convergent augmented Lagrangian method
- On Error Bounds and Multiplier Methods for Variational Problems in Banach Spaces
- Sequential optimality conditions for optimization problems with additional abstract set constraints
- New Constraint Qualifications for Optimization Problems in Banach Spaces Based on Asymptotic KKT Conditions
- A parallel-in-time multiple shooting algorithm for large-scale PDE-constrained optimal control problems
- On the best achievable quality of limit points of augmented Lagrangian schemes
- New insights and augmented Lagrangian algorithm for optimal portfolio liquidation with market impact
- A rank-two relaxed parallel splitting version of the augmented Lagrangian method with step size in (0,2) for separable convex programming
- Moreau envelope augmented Lagrangian method for nonconvex optimization with linear constraints
- Improved convergence order for augmented penalty algorithms
- An augmented Lagrangian method for cardinality-constrained optimization problems
- Scaled-PAKKT sequential optimality condition for multiobjective problems and its application to an augmented Lagrangian method
- An augmented Lagrangian algorithm for nonlinear semidefinite programming applied to the covering problem
- Safeguarded Augmented Lagrangian Methods in Banach Spaces
- A New Sequential Optimality Condition for Constrained Nonsmooth Optimization
- On the use of third-order models with fourth-order regularization for unconstrained optimization
- An augmented Lagrangian affine scaling method for nonlinear programming
- A new Lagrangian-based first-order method for nonconvex constrained optimization
- Global convergence of algorithms under constant rank conditions for nonlinear second-order cone programming
- An augmented Lagrangian method for equality constrained optimization with rapid infeasibility detection capabilities
- Weak notions of nondegeneracy in nonlinear semidefinite programming
Uses Software
This page was built for publication: Augmented Lagrangian methods under the constant positive linear dependence constraint qualification
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2467167)
