Local Convergence Analysis of Augmented Lagrangian Methods for Piecewise Linear-Quadratic Composite Optimization Problems

DOI10.1137/20M1375188zbMath1479.90198arXiv2010.11379OpenAlexW3209173359MaRDI QIDQ5162655

Nguyen T. V. Hang, M. Ebrahim Sarabi

Publication date: 5 November 2021

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2010.11379

zbMATH Keywords

linear convergenceaugmented Lagrangian methodssecond-order sufficient conditionsquadratic growth conditionpiecewise linear-quadratic composite problems

Mathematics Subject Classification ID

Sensitivity, stability, parametric optimization (90C31) Nonsmooth analysis (49J52) Set-valued and variational analysis (49J53) Numerical methods for mathematical programming, optimization and variational techniques (65K99)

Related Items

Strong Variational Sufficiency for Nonlinear Semidefinite Programming and Its Implications, Role of subgradients in variational analysis of polyhedral functions, Local convergence analysis of augmented Lagrangian method for nonlinear semidefinite programming, A Chain Rule for Strict Twice Epi-Differentiability and Its Applications, Unnamed Item, Theoretical characteristics and numerical methods for a class of special piecewise quadratic optimization

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• An iterative algorithm for variational inequalities
• Convergence analysis of the augmented Lagrangian method for nonlinear second-order cone optimization problems
• The rate of convergence of the augmented Lagrangian method for nonlinear semidefinite programming
• Local behavior of an iterative framework for generalized equations with nonisolated solutions
• Improved local convergence results for augmented Lagrangian methods in \(C^2\)-cone reducible constrained optimization
• Local convergence of the method of multipliers for variational and optimization problems under the noncriticality assumption
• Multiplier and gradient methods
• The multiplier method of Hestenes and Powell applied to convex programming
• Local Convergence of Exact and Inexact Augmented Lagrangian Methods under the Second-Order Sufficient Optimality Condition
• Lagrange Multipliers and Optimality
• A Lagrangian finite generation technique for solving linear-quadratic problems in stochastic programming
• First- and Second-Order Epi-Differentiability in Nonlinear Programming
• Strongly Regular Generalized Equations
• First-Order Methods in Optimization
• On Error Bounds and Multiplier Methods for Variational Problems in Banach Spaces
• A dual approach to solving nonlinear programming problems by unconstrained optimization
• Finite-Dimensional Variational Inequalities and Complementarity Problems
• Parabolic regularity in geometric variational analysis
• Variational Analysis of Composite Models with Applications to Continuous Optimization
• Twice Epi-Differentiability of Extended-Real-Valued Functions with Applications in Composite Optimization
• Implicit Functions and Solution Mappings
• Augmented Lagrange Multiplier Functions and Duality in Nonconvex Programming
• Convex analysis and monotone operator theory in Hilbert spaces