Smoothing augmented Lagrangian method for nonsmooth constrained optimization problems

DOI10.1007/S10898-014-0242-7zbMATH Open1326.65073OpenAlexW2168062993MaRDI QIDQ496609FDOQ496609

Authors: Mengwei Xu, Jane J. Ye, Liwei Zhang 

Publication date: 22 September 2015

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10898-014-0242-7

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

zbMATH Keywords

convergencenonconvex optimizationconstrained optimizationnonsmooth optimizationnumerical experimentaugmented Lagrangian methodsmoothing functionconstraint qualificationbilevel programMangasarian Fromovitz constraint qualification

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26)

Cites Work

• Variational Analysis
• Title not available (Why is that?)
• Smoothing methods for nonsmooth, nonconvex minimization
• Multiplier and gradient methods
• Title not available (Why is that?)
• Practical bilevel optimization. Algorithms and applications
• Bilevel and multilevel programming: A bibliography review
• Foundations of bilevel programming
• Augmented Lagrangian methods under the constant positive linear dependence constraint qualification
• The boundedness of penalty parameters in an augmented Lagrangian method with constrained subproblems
• A Globally Convergent Augmented Lagrangian Algorithm for Optimization with General Constraints and Simple Bounds
• On Augmented Lagrangian Methods with General Lower-Level Constraints
• Optimization and nonsmooth analysis
• Title not available (Why is that?)
• Trust Region Methods
• Annotated Bibliography on Bilevel Programming and Mathematical Programs with Equilibrium Constraints
• Global convergence of augmented Lagrangian methods applied to optimization problems with degenerate constraints, including problems with complementarity constraints
• On the convergence of the exponential multiplier method for convex programming
• Global solution of bilevel programs with a nonconvex inner program
• New necessary optimality conditions for bilevel programs by combining the MPEC and value function approaches
• Necessary optimality conditions for multiobjective bilevel programs
• The Theory of Moral Hazard and Unobservable Behaviour: Part I
• Optimality conditions for bilevel programming problems
• On the Constant Positive Linear Dependence Condition and Its Application to SQP Methods
• Some Noninterior Continuation Methods for Linear Complementarity Problems
• SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization
• Augmented Lagrange Multiplier Functions and Duality in Nonconvex Programming
• A dual approach to solving nonlinear programming problems by unconstrained optimization
• Title not available (Why is that?)
• Gradient consistency for integral-convolution smoothing functions
• On the relation between constant positive linear dependence condition and quasinormality constraint qualification
• Large-scale active-set box-constrained optimization method with spectral projected gradients
• A Non-Interior-Point Continuation Method for Linear Complementarity Problems
• Constraint qualifications and Lagrange multipliers in nondifferentiable programming problems
• On solving simple bilevel programs with a nonconvex lower level program
• Title not available (Why is that?)
• A smoothing augmented Lagrangian method for solving simple bilevel programs
• A sequential quadratic programming algorithm for nonconvex, nonsmooth constrained optimization
• Smoothing methods for convex inequalities and linear complementarity problems
• An SQP Augmented Lagrangian BFGS Algorithm for Constrained Optimization
• A Global and Local Superlinear Continuation-Smoothing Method forP₀andR₀NCP or Monotone NCP
• A note on optimality conditions for bilevel programming problems^∗
• A Global Convergence Analysis of an Algorithm for Large-Scale Nonlinear Optimization Problems
• Minimizing the Condition Number of a Gram Matrix
• A modified barrier-augmented Lagrangian method for constrained minimization
• On the convergence rate for a penalty function method of exponential type
• Further study on augmented Lagrangian duality theory
• Primal-dual nonlinear rescaling method with dynamic scaling parameter update
• Smoothing SQP Methods for Solving Degenerate Nonsmooth Constrained Optimization Problems with Applications to Bilevel Programs

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 Lagrange multiplier expression method for bilevel polynomial optimization
• Direct search nonsmooth constrained optimization via rounded ℓ₁ penalty functions
• A smoothing augmented Lagrangian method for solving simple bilevel programs
• 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

Uses Software

• SNOPT

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)