Smoothing augmented Lagrangian method for nonsmooth constrained optimization problems
From MaRDI portal
(Redirected from Publication:496609)
Recommendations
- A smoothing augmented Lagrangian method for nonconvex, nonsmooth constrained programs and its applications to bilevel problems
- Smoothing SQP Methods for Solving Degenerate Nonsmooth Constrained Optimization Problems with Applications to Bilevel Programs
- A smoothing augmented Lagrangian method for solving simple bilevel programs
- On solving simple bilevel programs with a nonconvex lower level program
- Smoothing Nonlinear Penalty Functions for Constrained Optimization Problems
Cites work
- scientific article; zbMATH DE number 3914081 (Why is no real title available?)
- scientific article; zbMATH DE number 978735 (Why is no real title available?)
- scientific article; zbMATH DE number 1113627 (Why is no real title available?)
- scientific article; zbMATH DE number 780774 (Why is no real title available?)
- scientific article; zbMATH DE number 3309655 (Why is no real title available?)
- A Global Convergence Analysis of an Algorithm for Large-Scale Nonlinear Optimization Problems
- A Global and Local Superlinear Continuation-Smoothing Method forP0andR0NCP or Monotone NCP
- A Globally Convergent Augmented Lagrangian Algorithm for Optimization with General Constraints and Simple Bounds
- A Non-Interior-Point Continuation Method for Linear Complementarity Problems
- A dual approach to solving nonlinear programming problems by unconstrained optimization
- A modified barrier-augmented Lagrangian method for constrained minimization
- A note on optimality conditions for bilevel programming problems∗
- A sequential quadratic programming algorithm for nonconvex, nonsmooth constrained optimization
- A smoothing augmented Lagrangian method for solving simple bilevel programs
- An SQP Augmented Lagrangian BFGS Algorithm for Constrained Optimization
- Annotated Bibliography on Bilevel Programming and Mathematical Programs with Equilibrium Constraints
- Augmented Lagrange Multiplier Functions and Duality in Nonconvex Programming
- Augmented Lagrangian methods under the constant positive linear dependence constraint qualification
- Bilevel and multilevel programming: A bibliography review
- Constraint qualifications and Lagrange multipliers in nondifferentiable programming problems
- Foundations of bilevel programming
- Further study on augmented Lagrangian duality theory
- Global convergence of augmented Lagrangian methods applied to optimization problems with degenerate constraints, including problems with complementarity constraints
- Global solution of bilevel programs with a nonconvex inner program
- Gradient consistency for integral-convolution smoothing functions
- Large-scale active-set box-constrained optimization method with spectral projected gradients
- Minimizing the Condition Number of a Gram Matrix
- Multiplier and gradient methods
- Necessary optimality conditions for multiobjective bilevel programs
- New necessary optimality conditions for bilevel programs by combining the MPEC and value function approaches
- On Augmented Lagrangian Methods with General Lower-Level Constraints
- On solving simple bilevel programs with a nonconvex lower level program
- On the Constant Positive Linear Dependence Condition and Its Application to SQP Methods
- On the convergence of the exponential multiplier method for convex programming
- On the convergence rate for a penalty function method of exponential type
- On the relation between constant positive linear dependence condition and quasinormality constraint qualification
- Optimality conditions for bilevel programming problems
- Optimization and nonsmooth analysis
- Practical bilevel optimization. Algorithms and applications
- Primal-dual nonlinear rescaling method with dynamic scaling parameter update
- SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization
- Smoothing SQP Methods for Solving Degenerate Nonsmooth Constrained Optimization Problems with Applications to Bilevel Programs
- Smoothing methods for convex inequalities and linear complementarity problems
- Smoothing methods for nonsmooth, nonconvex minimization
- Some Noninterior Continuation Methods for Linear Complementarity Problems
- The Theory of Moral Hazard and Unobservable Behaviour: Part I
- The boundedness of penalty parameters in an augmented Lagrangian method with constrained subproblems
- Trust Region Methods
- Variational Analysis
Cited in
(15)- Augmented Lagrangian methods for nonsmooth, convex optimization in Hilbert spaces
- Inequality constrained stochastic nonlinear optimization via active-set sequential quadratic programming
- Decomposition algorithms for some deterministic and two-stage stochastic single-leader multi-follower games
- Finite-sum smooth optimization with SARAH
- Lagrange optimality system for a class of nonsmooth convex optimization
- Penalty and augmented Lagrangian methods for constrained DC programming
- A smoothing augmented Lagrangian method for solving simple bilevel programs
- A Lagrange multiplier expression method for bilevel polynomial optimization
- Direct search nonsmooth constrained optimization via rounded ℓ1 penalty functions
- A class of exact penalty functions and penalty algorithms for nonsmooth constrained optimization problems
- A smoothing augmented Lagrangian method for nonconvex, nonsmooth constrained programs and its applications to bilevel problems
- Bilevel polynomial programs and semidefinite relaxation methods
- Bilevel optimization: theory, algorithms, applications and a bibliography
- Relax-and-split method for nonconvex inverse problems
- Smooth augmented Lagrangian method for twin bounded support vector machine
This page was built for publication: Smoothing augmented Lagrangian method for nonsmooth constrained optimization problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q496609)