A primal-dual algorithm for nonlinear programming exploiting negative curvature directions

DOI10.3934/NACO.2011.1.509MaRDI QIDQ428494zbMATH OpenOpenAlexFDO

Authors Gianni Di Pillo, Giampaolo Liuzzi, Stefano Lucidi

Publication date 22 June 2012

Published in Numerical Algebra, Control and Optimization (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.3934/naco.2011.1.509

zbMATH Keywords

nonlinear programmingprimal-dual algorithmexact augmented Lagrangiansecond order stationary point

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

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(5)

• A second-order optimality condition with first- and second-order complementarity associated with global convergence of algorithms
• Inequality constrained stochastic nonlinear optimization via active-set sequential quadratic programming
• An augmented Lagrangian interior-point method using directions of negative curvature
• Using improved directions of negative curvature for the solution of bound-constrained nonconvex problems
• Using negative curvature in solving nonlinear programs

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