Improving ultimate convergence of an augmented Lagrangian method
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Publication:3539788
DOI10.1080/10556780701577730zbMATH Open1211.90222OpenAlexW2057802165MaRDI QIDQ3539788FDOQ3539788
Authors: E. G. Birgin, J. M. Martínez 
Publication date: 19 November 2008
Published in: Optimization Methods \& Software (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10556780701577730
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Cited In (34)
- Some geometric inverse problems for the linear wave equation
- Separable approximations and decomposition methods for the augmented Lagrangian
- Integrated likelihood inference in multinomial distributions
- An augmented Lagrangian filter method
- Augmented Lagrangians with possible infeasibility and finite termination for global nonlinear programming
- On the cost of solving augmented Lagrangian subproblems
- Finding graph embeddings by incremental low-rank semidefinite programming
- On the convergence of augmented Lagrangian strategies for nonlinear programming
- Non-parametric estimation of population size changes from the site frequency spectrum
- Convergence properties of a second order augmented Lagrangian method for mathematical programs with complementarity constraints
- On the best achievable quality of limit points of augmented Lagrangian schemes
- Some inexact hybrid proximal augmented Lagrangian algorithms
- Optimality properties of an augmented Lagrangian method on infeasible problems
- An augmented Lagrangian function with improved exactness properties
- Sequential equality-constrained optimization for nonlinear programming
- Handling infeasibility in a large-scale nonlinear optimization algorithm
- An inverse problem in elastography involving Lamé systems
- Quantile based modeling of diurnal temperature range with the five-parameter lambda distribution
- Complexity and performance of an augmented Lagrangian algorithm
- Numerical comparison of augmented Lagrangian algorithms for nonconvex problems
- YAM2: yet another library for the \(M_2\) variables using sequential quadratic programming
- A time-parallel approach to strong-constraint four-dimensional variational data assimilation
- A new hybrid classical-quantum algorithm for continuous global optimization problems
- Outer trust-region method for constrained optimization
- Sequential linearization method for bound-constrained mathematical programs with complementarity constraints
- Critical Lagrange multipliers: what we currently know about them, how they spoil our lives, and what we can do about it
- Adaptive augmented Lagrangian methods: algorithms and practical numerical experience
- An exact penalty-Lagrangian approach for large-scale nonlinear programming
- On scaled stopping criteria for a safeguarded augmented Lagrangian method with theoretical guarantees
- Some geometric inverse problems for the Lamé system with applications in elastography
- A practical relative error criterion for augmented Lagrangians
- Constrained Naïve Bayes with application to unbalanced data classification
- Functional principal component analysis for longitudinal data with informative dropout
- Distributed optimal control of nonlinear systems using a second-order augmented Lagrangian method
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