Convergence properties of augmented Lagrangian methods for constrained global optimization
From MaRDI portal
Publication:3605200
DOI10.1080/10556780802124648zbMath1154.90575MaRDI QIDQ3605200
Xiaoling Sun, Hezhi Luo, Huixian Wu
Publication date: 23 February 2009
Published in: Optimization Methods and Software (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10556780802124648
constrained global optimization; augmented Lagrangian methods; convergence to global solution; Rockafellar and Wets's function
90C26: Nonconvex programming, global optimization
90C46: Optimality conditions and duality in mathematical programming
Related Items
A filter-based artificial fish swarm algorithm for constrained global optimization: theoretical and practical issues, An augmented Lagrangian fish swarm based method for global optimization, Augmented Lagrangian functions for constrained optimization problems, Saddle points of general augmented Lagrangians for constrained nonconvex optimization, Nonlinear separation approach for the augmented Lagrangian in nonlinear semidefinite programming, Derivative-free augmented Lagrangian for global optimization: cost minimization in a simplified activated sludge system model, Separation approach for augmented lagrangians in Constrained nonconvex optimization, The global convergence of augmented Lagrangian methods based on NCP function in constrained nonconvex optimization, On the convergence of augmented Lagrangian methods for nonlinear semidefinite programming, Convergence analysis of modified \(p\)th power Lagrangian algorithms with alternative updating strategies for constrained nonconvex optimization, The alternating direction method of multipliers for finding the distance between ellipsoids, On the convergence properties of modified augmented Lagrangian methods for mathematical programming with complementarity constraints, A hybrid algorithm for the two-trust-region subproblem, An artificial fish swarm algorithm based hyperbolic augmented Lagrangian method, Some results on augmented Lagrangians in constrained global optimization via image space analysis, An augmented Lagrangian ant colony based method for constrained optimization, Global convergence of modified augmented Lagrangian methods for nonlinear semidefinite programming, A two-level distributed algorithm for nonconvex constrained optimization, Strong duality in optimization: shifted power reformulation, The boundedness of penalty parameters in an augmented Lagrangian method with constrained subproblems, Numerical study of augmented Lagrangian algorithms for constrained global optimization
