Convergence properties of a second order augmented Lagrangian method for mathematical programs with complementarity constraints

DOI10.1137/17M1125698MaRDI QIDQ4687232zbMATH OpenOpenAlexWikidataFDO

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

zbMATH Keywords

mathematical programs with complementarity constraintsM-stationaritysecond order methods

Mathematics Subject Classification ID

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

(28)

• A practical second-order optimality condition for cardinality-constrained problems with application to an augmented Lagrangian method
• Augmented Lagrangians with constrained subproblems and convergence to second-order stationary points
• A sequential optimality condition related to the quasi-normality constraint qualification and its algorithmic consequences
• 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
• Convergence properties of modified and partially-augmented Lagrangian methods for mathematical programs with complementarity constraints
• scientific article; zbMATH DE number 7652682 (Why is no real title available?)
• Convergence analysis of an augmented Lagrangian method for mathematical programs with complementarity constraints
• On the weak second-order optimality condition for nonlinear semidefinite and second-order cone programming
• New sequential optimality conditions for mathematical programs with complementarity constraints and algorithmic consequences
• Global convergence of augmented Lagrangian methods applied to optimization problems with degenerate constraints, including problems 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
• On the convergence properties of modified augmented Lagrangian methods for mathematical programming with complementarity constraints
• An augmented Lagrangian method for optimization problems with structured geometric constraints
• Partial augmented Lagrangian method and mathematical programs with complementarity constraints
• Mathematical programs with multiobjective generalized Nash equilibrium problems in the constraints
• An augmented Lagrangian method for cardinality-constrained optimization problems
• An augmented Lagrangian algorithm for nonlinear semidefinite programming applied to the covering problem
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