On a modified subgradient algorithm for dual problems via sharp augmented Lagrangian

DOI10.1007/s10898-005-3270-5zbMath1098.90091OpenAlexW2172263749WikidataQ58048551 ScholiaQ58048551MaRDI QIDQ2494475

Nergiz A. Ismayilova, Rafail N. Gasimov, C. Yalçın Kaya, Regina Sandra Burachik

Publication date: 28 June 2006

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://ap01.alma.exlibrisgroup.com/view/delivery/61USOUTHAUS_INST/12142964860001831

zbMATH Keywords

Nonconvex programmingNonsmooth optimizationAugmented LagrangianSharp LagrangianSubgradient optimization

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Nonconvex programming, global optimization (90C26) Numerical methods involving duality (49M29) Optimality conditions and duality in mathematical programming (90C46) Numerical methods based on nonlinear programming (49M37) Methods of reduced gradient type (90C52)

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Uses Software

• MINOS

Cites Work

• Convergence of a generalized subgradient method for nondifferentiable convex optimization
• On the choice of step size in subgradient optimization
• Stability and duality of nonconvex problems via augmented Lagrangian
• Lagrange-type functions in constrained optimization
• Computational method for time-optimal switching control
• On augmented Lagrangians for optimization problems with a single constraint
• Augmented Lagrangian duality and nondifferentiable optimization methods in nonconvex programming
• On global maximum of a convex terminal functional in optimal control problems
• A variable target value method for nondifferentiable optimization
• Algorithms for some minimax problems
• A Nonlinear Lagrangian Approach to Constrained Optimization Problems
• Lagrange Multipliers and Optimality
• Second Order Sufficient Conditions for Time-Optimal Bang-Bang Control
• Strictly Increasing Positively Homogeneous Functions with Application to Exact Penalization
• On Convergence Properties of a Subgradient Method
• Computations and time-optimal controls
• Decreasing Functions with Applications to Penalization
• Computations for bang–bang constrained optimal control using a mathematical programming formulation

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