Convergence properties of augmented Lagrangian methods for constrained global optimization
DOI10.1080/10556780802124648zbMATH Open1154.90575OpenAlexW2006582835MaRDI QIDQ3605200FDOQ3605200
Xiaoling Sun, Hezhi Luo, Huixian Wu
Publication date: 23 February 2009
Published in: Optimization Methods \& Software (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10556780802124648
augmented Lagrangian methodsconstrained global optimizationconvergence to global solutionRockafellar and Wets's function
Optimality conditions and duality in mathematical programming (90C46) Nonconvex programming, global optimization (90C26)
Cited In (24)
- 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
- Saddle points of general augmented Lagrangians for constrained nonconvex optimization
- Convergence properties of modified and partially-augmented Lagrangian methods for mathematical programs with complementarity constraints
- Global convergence of modified augmented Lagrangian methods for nonlinear semidefinite programming
- Numerical study of augmented Lagrangian algorithms for constrained global optimization
- Augmented Lagrangian functions for constrained optimization problems
- Separation approach for augmented lagrangians in Constrained nonconvex optimization
- Convergence analysis of modified \(p\)th power Lagrangian algorithms with alternative updating strategies for constrained nonconvex optimization
- A filter-based artificial fish swarm algorithm for constrained global optimization: theoretical and practical issues
- 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
- Derivative-free augmented Lagrangian for global optimization: cost minimization in a simplified activated sludge system model
- The boundedness of penalty parameters in an augmented Lagrangian method with constrained subproblems
- An augmented Lagrangian fish swarm based method for global optimization
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- Nonlinear separation approach for the augmented Lagrangian in nonlinear semidefinite programming
- Strong duality in optimization: shifted power reformulation
- A two-level distributed algorithm for nonconvex constrained optimization
- An artificial fish swarm algorithm based hyperbolic augmented Lagrangian method
- On Convergence of an Augmented Lagrangian Decomposition Method for Sparse Convex Optimization
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