A new augmented Lagrangian method for MPCCs -- theoretical and numerical comparison with existing augmented Lagrangian methods
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Publication:5085138
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)
Recommendations
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- Convergence analysis of an augmented Lagrangian method for mathematical programs with complementarity constraints
- Partial augmented Lagrangian method and mathematical programs with complementarity constraints
- Global convergence of augmented Lagrangian methods applied to optimization problems with degenerate constraints, including problems with complementarity constraints
- Convergence properties of modified and partially-augmented Lagrangian methods for mathematical programs with complementarity constraints
Cites work
- scientific article; zbMATH DE number 1329059 (Why is no real title available?)
- scientific article; zbMATH DE number 5066287 (Why is no real title available?)
- A Nonmonotone Line Search Technique for Newton’s Method
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- Abadie-type constraint qualification for mathematical programs with equilibrium constraints
- An Interior Point Method for Mathematical Programs with Complementarity Constraints (MPCCs)
- An augmented Lagrangian method for non-Lipschitz nonconvex programming
- An example comparing the standard and safeguarded augmented Lagrangian methods
- Benchmarking optimization software with performance profiles.
- Complexity and performance of an augmented Lagrangian algorithm
- Convergence analysis of an augmented Lagrangian method for mathematical programs with complementarity constraints
- Convergence properties of a regularization scheme for mathematical programs with complementarity constraints
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- Exact Penalization and Necessary Optimality Conditions for Generalized Bilevel Programming Problems
- Global Convergence of an Elastic Mode Approach for a Class of Mathematical Programs with Complementarity Constraints
- Global convergence of augmented Lagrangian methods applied to optimization problems with degenerate constraints, including problems with complementarity constraints
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- Necessary and sufficient optimality conditions for mathematical programs with equilibrium constraints
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- Partial augmented Lagrangian method and mathematical programs with complementarity constraints
- Second-order negative-curvature methods for box-constrained and general constrained optimization
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- Semismooth Newton method for the lifted reformulation of mathematical programs with complementarity constraints
- Smooth SQP Methods for Mathematical Programs with Nonlinear Complementarity Constraints
- Sparse Reconstruction by Separable Approximation
- Theoretical and numerical comparison of relaxation methods for mathematical programs with complementarity constraints
- Two-Point Step Size Gradient Methods
- Variational Analysis
Cited in
(11)- Convergence properties of monotone and nonmonotone proximal gradient methods revisited
- Constrained composite optimization and augmented Lagrangian methods
- Global convergence of augmented Lagrangian methods applied to optimization problems with degenerate constraints, including problems with complementarity constraints
- Convergence Analysis of the Proximal Gradient Method in the Presence of the Kurdyka–Łojasiewicz Property Without Global Lipschitz Assumptions
- An augmented Lagrangian method for optimization problems with structured geometric constraints
- Data-driven distributionally robust multiproduct pricing problems under pure characteristics demand models
- Approximation methods for a class of non-Lipschitz mathematical programs with equilibrium constraints
- New constraint qualifications for mathematical programs with second-order cone complementarity constraints
- Partial augmented Lagrangian method and mathematical programs with complementarity constraints
- Bounds of the solution set to the polynomial complementarity problem
- Global convergence of augmented Lagrangian method applied to mathematical program with switching constraints
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