A globally and quadratically convergent primal–dual augmented Lagrangian algorithm for equality constrained optimization
From MaRDI portal
Publication:5268888
DOI10.1080/10556788.2015.1025401zbMath1365.90209OpenAlexW2160559638MaRDI QIDQ5268888
Publication date: 21 June 2017
Published in: Optimization Methods and Software (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10556788.2015.1025401
quadratic convergenceaugmented Lagrangian methodprimal-dual algorithmequality constrained minimization
Related Items
A mixed logarithmic barrier-augmented Lagrangian method for nonlinear optimization, Moreau envelope augmented Lagrangian method for nonconvex optimization with linear constraints, A primal-dual augmented Lagrangian penalty-interior-point filter line search algorithm, An augmented Lagrangian method for equality constrained optimization with rapid infeasibility detection capabilities, A regularization method for constrained nonlinear least squares, A primal-dual modified log-barrier method for inequality constrained nonlinear optimization, A Regularized Factorization-Free Method for Equality-Constrained Optimization, An inexact proximal regularization method for unconstrained optimization, Rapid infeasibility detection in a mixed logarithmic barrier-augmented Lagrangian method for nonlinear optimization, Boundedness of the inverse of a regularized Jacobian matrix in constrained optimization and applications, Complexity and performance of an Augmented Lagrangian algorithm, On a primal-dual Newton proximal method for convex quadratic programs
Cites Work
- Unnamed Item
- A primal-dual augmented Lagrangian
- Study of a primal-dual algorithm for equality constrained minimization
- A primal-dual regularized interior-point method for convex quadratic programs
- Augmented Lagrangian methods under the constant positive linear dependence constraint qualification
- On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
- Interior-point \(\ell_2\)-penalty methods for nonlinear programming with strong global convergence properties
- From global to local convergence of interior methods for nonlinear optimization
- Local Convergence of Exact and Inexact Augmented Lagrangian Methods under the Second-Order Sufficient Optimality Condition
- A Globally Convergent Augmented Lagrangian Algorithm for Optimization with General Constraints and Simple Bounds
- On Augmented Lagrangian Methods with General Lower-Level Constraints
- On the local quadratic convergence of the primal–dual augmented Lagrangian method
- Primal-Dual Interior Methods for Nonconvex Nonlinear Programming
- An Interior Point Method with a Primal-Dual Quadratic Barrier Penalty Function for Nonlinear Optimization
- Trust Region Methods
- An Algorithm for Degenerate Nonlinear Programming with Rapid Local Convergence
- A Globally Convergent Stabilized SQP Method
- MA57---a code for the solution of sparse symmetric definite and indefinite systems
- Practical Augmented Lagrangian Methods for Constrained Optimization
- Benchmarking optimization software with performance profiles.
