Global and Finite Termination of a Two-Phase Augmented Lagrangian Filter Method for General Quadratic Programs

DOI10.1137/060669930MaRDI QIDQ5320683zbMATH OpenOpenAlexFDO

Authors Michael P. Friedlander, Sven Leyffer

Publication date 22 July 2009

Published in SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/5e868cec7c6b794728ecfddf97ea2cbb54b5ed3c

zbMATH Keywords

active-set methodsaugmented Lagrangianfilter methodsgradient projectionlarge-scale optimizationquadratic programming

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Quadratic programming (90C20) Nonconvex programming, global optimization (90C26) Methods of reduced gradient type (90C52)

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Cited in

(11)

• MINQ8: general definite and bound constrained indefinite quadratic programming
• A primal-dual regularized interior-point method for convex quadratic programs
• A dual gradient-projection method for large-scale strictly convex quadratic problems
• An augmented Lagrangian filter method
• Methods for convex and general quadratic programming
• On R-linear convergence of semi-monotonic inexact augmented Lagrangians for bound and equality constrained quadratic programming problems with application
• An active set algorithm for nonlinear optimization with polyhedral constraints
• An active-set method for second-order conic-constrained quadratic programming
• A boundary piecewise constant level set method for boundary control of eigenvalue optimization problems
• A smoothed augmented Lagrangian framework for convex optimization with nonsmooth constraints
• Using filter methods to guide convergence for ADMM, with applications to nonnegative matrix factorization problems

Describes a project that uses

Uses Software

• KNITRO
• PROPACK
• SIFDecode
• QPA
• TRON
• MA57
• CUTEr
• PETSc
• TAO

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