On a modified subgradient algorithm for dual problems via sharp augmented Lagrangian
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Publication:2494475
Nonconvex programmingNonsmooth optimizationAugmented LagrangianSharp LagrangianSubgradient optimization
Optimality conditions and duality in mathematical programming (90C46) Applications of mathematical programming (90C90) Nonconvex programming, global optimization (90C26) Numerical methods based on nonlinear programming (49M37) Numerical methods involving duality (49M29) Methods of reduced gradient type (90C52)
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Cites work
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- Stability and duality of nonconvex problems via augmented Lagrangian
- Strictly Increasing Positively Homogeneous Functions with Application to Exact Penalization
Cited in
(30)- An inexact modified subgradient algorithm for nonconvex optimization
- A new scalarization and numerical method for constructing the weak Pareto front of multi-objective optimization problems
- A sharp augmented Lagrangian-based method in constrained non-convex optimization
- A nonlinear programming technique to compute a~tight~lower bound for the real structured singular value
- Stochastic subgradient algorithm for nonsmooth nonconvex optimization
- A Deflected Subgradient Method Using a General Augmented Lagrangian Duality with Implications on Penalty Methods
- Optimization over the efficient set of multi-objective convex optimal control problems
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- A primal dual modified subgradient algorithm with sharp Lagrangian
- Modified spectral projected subgradient method: convergence analysis and momentum parameter heuristics
- Further study on a dual algorithm
- Existence of augmented Lagrange multipliers: reduction to exact penalty functions and localization principle
- The maximum principle for the nonlinear stochastic optimal control problem of switching systems
- The modified subgradient algorithm based on feasible values
- Capacitated facility location-allocation problem for wastewater treatment in an industrial cluster
- An augmented penalty function method with penalty parameter updates for nonconvex optimization
- Interior epigraph directions method for nonsmooth and nonconvex optimization via generalized augmented Lagrangian duality
- An inexact modified subgradient algorithm for primal-dual problems via augmented Lagrangians
- Revisiting augmented Lagrangian duals
- Decomposition methods for global solution of mixed-integer linear programs
- Combined forecasts in portfolio optimization: a generalized approach
- Weak subgradient method for solving nonsmooth nonconvex optimization problems
- The exact penalty map for nonsmooth and nonconvex optimization
- A primal–dual penalty method via rounded weighted-ℓ1 Lagrangian duality
- A non-local topology-preserving segmentation-guided registration model
- On primal convergence for augmented Lagrangian duality
- A flexible inexact-restoration method for constrained optimization
- A subgradient method based on gradient sampling for solving convex optimization problems
- Inexact subgradient methods for quasi-convex optimization problems
- A hybrid epigraph directions method for nonsmooth and nonconvex constrained optimization via generalized augmented Lagrangian duality and a genetic algorithm
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