On a modified subgradient algorithm for dual problems via sharp augmented Lagrangian
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Publication:2494475
Augmented LagrangianNonconvex programmingNonsmooth optimizationSharp LagrangianSubgradient optimization
Numerical methods involving duality (49M29) Numerical methods based on nonlinear programming (49M37) Nonconvex programming, global optimization (90C26) Optimality conditions and duality in mathematical programming (90C46) Methods of reduced gradient type (90C52) Applications of mathematical programming (90C90)
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Cites work
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- Lagrange Multipliers and Optimality
- Lagrange-type functions in constrained optimization
- On augmented Lagrangians for optimization problems with a single constraint
- On Convergence Properties of a Subgradient Method
- On global maximum of a convex terminal functional in optimal control problems
- On the choice of step size in subgradient optimization
- Second Order Sufficient Conditions for Time-Optimal Bang-Bang Control
- Stability and duality of nonconvex problems via augmented Lagrangian
- Strictly Increasing Positively Homogeneous Functions with Application to Exact Penalization
Cited in
(33)- Modified spectral projected subgradient method: convergence analysis and momentum parameter heuristics
- Existence of augmented Lagrange multipliers: reduction to exact penalty functions and localization principle
- A non-local topology-preserving segmentation-guided registration model
- A hybrid epigraph directions method for nonsmooth and nonconvex constrained optimization via generalized augmented Lagrangian duality and a genetic algorithm
- Combined forecasts in portfolio optimization: a generalized approach
- An inexact modified subgradient algorithm for primal-dual problems via augmented Lagrangians
- Revisiting augmented Lagrangian duals
- An inexact modified subgradient algorithm for nonconvex optimization
- A primal dual modified subgradient algorithm with sharp Lagrangian
- A flexible inexact-restoration method for constrained optimization
- The maximum principle for the nonlinear stochastic optimal control problem of switching systems
- A nonlinear programming technique to compute a~tight~lower bound for the real structured singular value
- Further study on a dual algorithm
- Inexact subgradient methods for quasi-convex optimization problems
- Capacitated facility location-allocation problem for wastewater treatment in an industrial cluster
- A subgradient method based on gradient sampling for solving convex optimization problems
- A Deflected Subgradient Method Using a General Augmented Lagrangian Duality with Implications on Penalty Methods
- On primal convergence for augmented Lagrangian duality
- 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
- Interior epigraph directions method for nonsmooth and nonconvex optimization via generalized augmented Lagrangian duality
- Weak subgradient method for solving nonsmooth nonconvex optimization problems
- A primal–dual penalty method via rounded weighted-ℓ1 Lagrangian duality
- The modified subgradient algorithm based on feasible values
- The exact penalty map for nonsmooth and nonconvex optimization
- scientific article; zbMATH DE number 2221956 (Why is no real title available?)
- Optimization over the efficient set of multi-objective convex optimal control problems
- Decomposition methods for global solution of mixed-integer linear programs
- An augmented penalty function method with penalty parameter updates for nonconvex optimization
- Stochastic subgradient algorithm for nonsmooth nonconvex optimization
- Convergence analysis of primal-dual augmented Lagrangian methods and duality theory
- Enhancing sharp augmented Lagrangian methods with smoothing techniques for nonlinear programming
- On asymptotic Lagrangian duality for nonsmooth optimization
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