On Augmented Lagrangian Methods with General Lower-Level Constraints
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Publication:3544262
DOI10.1137/060654797zbMATH Open1151.49027OpenAlexW1987995897MaRDI QIDQ3544262FDOQ3544262
Authors: E. G. Birgin, María Laura Schuverdt, R. Andreani, J. M. Martínez 
Publication date: 5 December 2008
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.68.1523
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- A Globally Convergent Augmented Lagrangian Algorithm for Optimization with General Constraints and Simple Bounds
nonlinear programmingglobal convergencenumerical experimentsaugmented Lagrangian methodsconstraint qualifications
Numerical mathematical programming methods (65K05) Direct numerical methods for linear systems and matrix inversion (65F05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37)
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- Augmented Lagrangians with constrained subproblems and convergence to second-order stationary points
- A matheuristic approach with nonlinear subproblems for large-scale packing of ellipsoids
- Strict Constraint Qualifications and Sequential Optimality Conditions for Constrained Optimization
- Saddle points of general augmented Lagrangians for constrained nonconvex optimization
- Complexity of proximal augmented Lagrangian for nonconvex optimization with nonlinear equality constraints
- Markov-Dubins interpolating curves
- Quasi-Newton acceleration for equality-constrained minimization
- Continuous GRASP with a local active-set method for bound-constrained global optimization
- A nonlinear programming model with implicit variables for packing ellipsoids
- Semismooth SQP method for equality-constrained optimization problems with an application to the lifted reformulation of mathematical programs with complementarity constraints
- Complexity and performance of an Augmented Lagrangian algorithm
- A Gauss-Newton approach for solving constrained optimization problems using differentiable exact penalties
- A New Scalarization Technique and New Algorithms to Generate Pareto Fronts
- A globally convergent regularized interior point method for constrained optimization
- Decomposition algorithms for some deterministic and two-stage stochastic single-leader multi-follower games
- Convergence analysis of modified \(p\)th power Lagrangian algorithms with alternative updating strategies for constrained nonconvex optimization
- On the convergence of inexact augmented Lagrangian methods for problems with convex constraints
- New constraint qualifications and optimality conditions for second order cone programs
- A modified augmented Lagrangian method for a class of constrained problems
- A note on approximate Karush-Kuhn-Tucker conditions in locally Lipschitz multiobjective optimization
- Constrained optimization with integer and continuous variables using inexact restoration and projected gradients
- Existence of augmented Lagrange multipliers: reduction to exact penalty functions and localization principle
- Partial spectral projected gradient method with active-set strategy for linearly constrained optimization
- A new augmented Lagrangian method for equality constrained optimization with simple unconstrained subproblem
- On the use of Jordan algebras for improving global convergence of an augmented Lagrangian method in nonlinear semidefinite programming
- Sequential optimality conditions for cardinality-constrained optimization problems with applications
- An augmented Lagrangian ant colony based method for constrained optimization
- A Sequential Optimality Condition Related to the Quasi-normality Constraint Qualification and Its Algorithmic Consequences
- Derivative-free augmented Lagrangian for global optimization: cost minimization in a simplified activated sludge system model
- Convergence detection for optimization algorithms: approximate-KKT stopping criterion when Lagrange multipliers are not available
- An augmented Lagrangian based algorithm for distributed nonconvex optimization
- Assessing the reliability of general-purpose inexact restoration methods
- A trust-region derivative-free algorithm for constrained optimization
- Global optimization of protein-peptide docking by a filling function method
- On the minimization of possibly discontinuous functions by means of pointwise approximations
- A Solver for Nonconvex Bound-Constrained Quadratic Optimization
- Newton-type methods: a broader view
- Markov-Dubins path via optimal control theory
- Modified subspace limited memory BFGS algorithm for large-scale bound constrained optimization
- Global convergence of a derivative-free inexact restoration filter algorithm for nonlinear programming
- A dynamical neural network approach for solving stochastic two-player zero-sum games
- An exact penalty-Lagrangian approach for large-scale nonlinear programming
- Evaluating bound-constrained minimization software
- An augmented Lagrangian trust region method for equality constrained optimization
- Convergence Properties of a Second Order Augmented Lagrangian Method for Mathematical Programs with Complementarity Constraints
- An Augmented Lagrangian Method for $\ell_{1}$-Regularized Optimization Problems with Orthogonality Constraints
- Augmented Lagrangians quadratic growth and second-order sufficient optimality conditions
- On the complexity of solving feasibility problems with regularized models
- A subspace version of the Wang-Yuan augmented Lagrangian-trust region method for equality constrained optimization
- New Sequential Optimality Conditions for Mathematical Programs with Complementarity Constraints and Algorithmic Consequences
- On the solution of linearly constrained optimization problems by means of barrier algorithms
- Distributed optimization and control with ALADIN
- Local and Global Analysis of Multiplier Methods for Constrained Optimization in Banach Spaces
- Convergence results of an augmented Lagrangian method using the exponential penalty function
- Proximal methods for nonlinear programming: Double regularization and inexact subproblems
- On the convergence of augmented Lagrangian methods for nonlinear semidefinite programming
- Structured minimal-memory inexact quasi-Newton method and secant preconditioners for augmented Lagrangian optimization
- A sharp augmented Lagrangian-based method in constrained non-convex optimization
- Derivative-free methods for nonlinear programming with general lower-level constraints
- A Cone-Continuity Constraint Qualification and Algorithmic Consequences
- A relaxed constant positive linear dependence constraint qualification and applications
- Augmented Lagrangians with possible infeasibility and finite termination for global nonlinear programming
- A second-order convergence augmented Lagrangian method using non-quadratic penalty functions
- Convergence properties of modified and partially-augmented Lagrangian methods for mathematical programs with complementarity constraints
- On the application of an augmented Lagrangian algorithm to some portfolio problems
- Global convergence of modified augmented Lagrangian methods for nonlinear semidefinite programming
- Generalized quadratic augmented Lagrangian methods with nonmonotone penalty parameters
- A second-order optimality condition with first- and second-order complementarity associated with global convergence of algorithms
- Numerical study of augmented Lagrangian algorithms for constrained global optimization
- An example comparing the standard and safeguarded augmented Lagrangian methods
- Low order-value approach for solving var-constrained optimization problems
- Augmented Lagrangian methods for nonlinear programming with possible infeasibility
- Simple algorithms for optimization on Riemannian manifolds with constraints
- On approximate KKT condition and its extension to continuous variational inequalities
- Augmented Lagrangian method for second-order cone programs under second-order sufficiency
- A novel augmented Lagrangian method of multipliers for optimization with general inequality constraints
- Packing circles within ellipses
- The Josephy-Newton method for semismooth generalized equations and semismooth SQP for optimization
- The use of squared slack variables in nonlinear second-order cone programming
- A Comparison of hp -Adaptive Strategies for Elliptic Partial Differential Equations
- Global minimization using an augmented Lagrangian method with variable lower-level constraints
- Combining stabilized SQP with the augmented Lagrangian algorithm
- Optimality conditions and global convergence for nonlinear semidefinite programming
- Optimality properties of an augmented Lagrangian method on infeasible problems
- Sequential equality-constrained optimization for nonlinear programming
- Packing ellipsoids by nonlinear optimization
- Trust region globalization strategy for the nonconvex unconstrained multiobjective optimization problem
- On constrained optimization with nonconvex regularization
- An augmented Lagrangian method for optimization problems with structured geometric constraints
- Handling infeasibility in a large-scale nonlinear optimization algorithm
- On the convergence properties of modified augmented Lagrangian methods for mathematical programming with complementarity constraints
- Global convergence of a robust filter SQP algorithm
- The global convergence of augmented Lagrangian methods based on NCP function in constrained nonconvex optimization
- A framework of constraint preserving update schemes for optimization on Stiefel manifold
- A new scalarization technique to approximate Pareto fronts of problems with disconnected feasible sets
- First- and second-order optimality conditions for second-order cone and semidefinite programming under a constant rank condition
- Second-order negative-curvature methods for box-constrained and general constrained optimization
- Some results on augmented Lagrangians in constrained global optimization via image space analysis
- Augmented Lagrangian methods under the constant positive linear dependence constraint qualification
- On sequential optimality conditions for smooth constrained optimization
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