Convergence properties of a second order augmented Lagrangian method for mathematical programs with complementarity constraints
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Publication:4687232
DOI10.1137/17M1125698zbMATH Open1406.90114OpenAlexW2892151043WikidataQ129209688 ScholiaQ129209688MaRDI QIDQ4687232FDOQ4687232
Authors: L. D. Secchin, Paulo José da Silva e Silva, R. Andreani 
Publication date: 11 October 2018
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/17m1125698
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Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
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Cited In (27)
- A sequential optimality condition related to the quasi-normality constraint qualification and its algorithmic consequences
- Augmented Lagrangians with constrained subproblems and convergence to second-order stationary points
- On the convergence properties of a second-order augmented Lagrangian method for nonlinear programming problems with inequality constraints
- Complexity of proximal augmented Lagrangian for nonconvex optimization with nonlinear equality constraints
- Title not available (Why is that?)
- Convergence properties of modified and partially-augmented Lagrangian methods for mathematical programs with complementarity constraints
- On the weak second-order optimality condition for nonlinear semidefinite and second-order cone programming
- Convergence analysis of an augmented Lagrangian method for mathematical programs with complementarity constraints
- New sequential optimality conditions for mathematical programs with complementarity constraints and algorithmic consequences
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- Data-driven distributionally robust multiproduct pricing problems under pure characteristics demand models
- Optimality conditions and global convergence for nonlinear semidefinite programming
- Moreau envelope augmented Lagrangian method for nonconvex optimization with linear constraints
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- A new augmented Lagrangian method for MPCCs -- theoretical and numerical comparison with existing augmented Lagrangian methods
- The augmented Lagrangian method for mathematical programs with vertical complementarity constraints based on inexact Scholtes regularization
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