On the Convergence of Augmented Lagrangian Methods for Constrained Global Optimization

DOI10.1137/060667086zbMATH Open1162.90019OpenAlexW2074465099WikidataQ57445478 ScholiaQ57445478MaRDI QIDQ3544258FDOQ3544258

Authors:

Publication date: 5 December 2008

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/060667086

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zbMATH Keywords

nonconvex optimizationconstrained global optimizationaugmented Lagrangian functionconverge to global solution

Mathematics Subject Classification ID

Optimality conditions and duality in mathematical programming (90C46) Nonconvex programming, global optimization (90C26)

Cited In (37)

• Convergence results of an augmented Lagrangian method using the exponential penalty function
• A hybrid algorithm for the two-trust-region subproblem
• On the convergence of augmented Lagrangian methods for nonlinear semidefinite programming
• The alternating direction method of multipliers for finding the distance between ellipsoids
• An Augmented Lagrangian Decomposition Method for Chance-Constrained Optimization Problems
• Saddle points of general augmented Lagrangians for constrained nonconvex optimization
• Safeguarded augmented Lagrangian methods in Banach spaces
• Augmented Lagrangians with possible infeasibility and finite termination for global nonlinear programming
• Unified theory of augmented Lagrangian methods for constrained global optimization
• On the convergence of augmented Lagrangian strategies for nonlinear programming
• Convergence properties of modified and partially-augmented Lagrangian methods for mathematical programs with complementarity constraints
• A derivative-free algorithm for constrained global optimization based on exact penalty functions
• Global convergence of modified augmented Lagrangian methods for nonlinear semidefinite programming
• Generalized quadratic augmented Lagrangian methods with nonmonotone penalty parameters
• Numerical study of augmented Lagrangian algorithms for constrained global optimization
• An example comparing the standard and safeguarded augmented Lagrangian methods
• Augmented Lagrangian functions for constrained optimization problems
• Separation approach for augmented lagrangians in Constrained nonconvex optimization
• Augmented Lagrangian methods for nonlinear programming with possible infeasibility
• Local and global analysis of multiplier methods for constrained optimization in Banach spaces
• Convergence properties of augmented Lagrangian methods for constrained global optimization
• An approach to constrained global optimization based on exact penalty functions
• Global minimization using an augmented Lagrangian method with variable lower-level constraints
• Convergence analysis of modified \(p\)th power Lagrangian algorithms with alternative updating strategies for constrained nonconvex optimization
• On the convergence properties of modified augmented Lagrangian methods for mathematical programming with complementarity constraints
• The global convergence of augmented Lagrangian methods based on NCP function in constrained nonconvex optimization
• Some results on augmented Lagrangians in constrained global optimization via image space analysis
• An augmented Lagrangian ant colony based method for constrained optimization
• The boundedness of penalty parameters in an augmented Lagrangian method with constrained subproblems
• An augmented Lagrangian fish swarm based method for global optimization
• Title not available (Why is that?)
• An inexact restoration strategy for the globalization of the sSQP method
• Nonlinear separation approach for the augmented Lagrangian in nonlinear semidefinite programming
• New convergence properties of the primal augmented Lagrangian method
• Splitting augmented Lagrangian method for optimization problems with a cardinality constraint and semicontinuous variables
• A globally and quadratically convergent primal–dual augmented Lagrangian algorithm for equality constrained optimization
• On Convergence of an Augmented Lagrangian Decomposition Method for Sparse Convex Optimization

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