On the convergence of augmented Lagrangian strategies for nonlinear programming

DOI10.1093/IMANUM/DRAB021MaRDI QIDQ5075166zbMATH OpenOpenAlexFDO

Authors Alberto Ramos, L. D. Secchin, Ariel R. Velazco, R. Andreani, Ademir Alves Ribeiro

Publication date 10 May 2022

Published in IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/imanum/drab021

zbMATH Keywords

nonlinear optimizationaugmented Lagrangian methodsoptimality conditionsstopping criteriaapproximate KKT conditions

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Numerical optimization and variational techniques (65K10)

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Cited in

(14)

• On Convergence of an Augmented Lagrangian Decomposition Method for Sparse Convex Optimization
• The nonlinear programming method of Wilson, Han, and Powell with an augmented Lagrangian type line search function. I. Convergence analysis
• A sequential optimality condition related to the quasi-normality constraint qualification and its algorithmic consequences
• Sequential optimality conditions for optimization problems with additional abstract set constraints
• Numerical comparison of augmented Lagrangian algorithms for nonconvex problems
• Improving the global convergence of inexact restoration methods for constrained optimization problems
• Complexity and performance of an augmented Lagrangian algorithm
• A novel sequential optimality condition for smooth constrained optimization and algorithmic consequences
• Improving ultimate convergence of an augmented Lagrangian method
• On the fulfillment of the complementary approximate Karush-Kuhn-Tucker conditions and algorithmic applications
• On scaled stopping criteria for a safeguarded augmented Lagrangian method with theoretical guarantees
• The rate of convergence of the augmented Lagrangian method for nonlinear semidefinite programming
• A nonlinear augmented Lagrangian for constrained minimax problems
• A strong sequential optimality condition for cardinality-constrained optimization problems

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