Primal-dual nonlinear rescaling method with dynamic scaling parameter update

From MaRDI portal
Publication:2490335

DOI10.1007/s10107-005-0603-6zbMath1134.90494OpenAlexW2119857700MaRDI QIDQ2490335

Igor A. Griva, Roman A. Polyak

Publication date: 2 May 2006

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-005-0603-6




Related Items (27)

Saddle points theory of two classes of augmented Lagrangians and its applications to generalized semi-infinite programmingA nonlinear Lagrangian based on Fischer-Burmeister NCP functionUnified theory of augmented Lagrangian methods for constrained global optimizationSaddle point and exact penalty representation for generalized proximal LagrangiansThe Legendre Transformation in Modern OptimizationA CLASS OF NONLINEAR LAGRANGIANS: THEORY AND ALGORITHMAn entire space polynomial-time algorithm for linear programmingSecond-order multiplier iteration based on a class of nonlinear LagrangiansA Deflected Subgradient Method Using a General Augmented Lagrangian Duality with Implications on Penalty MethodsA primal-dual integrated nonlinear rescaling approach applied to the optimal reactive dispatch problemPrimal-dual active-set methods for large-scale optimizationSmoothing augmented Lagrangian method for nonsmooth constrained optimization problems1.5-\(Q\)-superlinear convergence of an exterior-point method for constrained optimizationNonlinear rescaling Lagrangians for nonconvex semidefinite programmingSaddle points of general augmented Lagrangians for constrained nonconvex optimizationA class of nonlinear Lagrangians for nonconvex second order cone programmingOn the convergence properties of modified augmented Lagrangian methods for mathematical programming with complementarity constraintsConvergence properties of modified and partially-augmented Lagrangian methods for mathematical programs with complementarity constraintsConvergence analysis of modified \(p\)th power Lagrangian algorithms with alternative updating strategies for constrained nonconvex optimizationThe global convergence of augmented Lagrangian methods based on NCP function in constrained nonconvex optimizationPrimal–dual exterior point method for convex optimizationAugmented Lagrangian methods for nonlinear programming with possible infeasibilityLog-sigmoid nonlinear Lagrange method for nonlinear optimization problems over second-order conesSolving large-scale reactive optimal power flow problems by a primal-dual \(\mathrm{M}^2\mathrm{BF}\) approachAn exterior point polynomial-time algorithm for convex quadratic programmingUnnamed ItemLagrangian transformation and interior ellipsoid methods in convex optimization


Uses Software


Cites Work


This page was built for publication: Primal-dual nonlinear rescaling method with dynamic scaling parameter update