A new augmented Lagrangian method for MPCCs -- theoretical and numerical comparison with existing augmented Lagrangian methods
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Publication:5085138
DOI10.1287/MOOR.2021.1165zbMATH Open1489.90197OpenAlexW3203415807MaRDI QIDQ5085138FDOQ5085138
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Publication date: 27 June 2022
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/moor.2021.1165
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augmented Lagrangian methodmathematical program with complementarity constraintsM-stationaritynonmonotone projected gradient method
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) Methods of reduced gradient type (90C52)
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Cited In (10)
- Convergence Analysis of the Proximal Gradient Method in the Presence of the Kurdyka–Łojasiewicz Property Without Global Lipschitz Assumptions
- 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
- An augmented Lagrangian method for optimization problems with structured geometric constraints
- Approximation methods for a class of non-Lipschitz mathematical programs with equilibrium constraints
- Partial augmented Lagrangian method and mathematical programs with complementarity constraints
- New constraint qualifications for mathematical programs with second-order cone complementarity constraints
- Bounds of the solution set to the polynomial complementarity problem
- Constrained composite optimization and augmented Lagrangian methods
- Convergence properties of monotone and nonmonotone proximal gradient methods revisited
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