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
Paulo José da Silva e Silva, R. Andreani, L. D. Secchin
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 (24)
- 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
- 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
- Local convergence of exact and inexact augmented Lagrangian methods under the second-order sufficient optimality condition
- An augmented Lagrangian method for optimization problems with structured geometric constraints
- On the convergence properties of modified augmented Lagrangian methods for mathematical programming with complementarity constraints
- A New Augmented Lagrangian Method for MPCCs—Theoretical and Numerical Comparison with Existing Augmented Lagrangian Methods
- Partial augmented Lagrangian method and mathematical programs with complementarity constraints
- Mathematical programs with multiobjective generalized Nash equilibrium problems in the constraints
- A Sequential Optimality Condition Related to the Quasi-normality Constraint Qualification and Its Algorithmic Consequences
- An augmented Lagrangian method for cardinality-constrained optimization problems
- Bounds of the solution set to the polynomial complementarity problem
- An augmented Lagrangian algorithm for nonlinear semidefinite programming applied to the covering problem
- A novel sequential optimality condition for smooth constrained optimization and algorithmic consequences
- On scaled stopping criteria for a safeguarded augmented Lagrangian method with theoretical guarantees
- On approximate stationary points of the regularized mathematical program with complementarity constraints
- New Sequential Optimality Conditions for Mathematical Programs with Complementarity Constraints and Algorithmic Consequences
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