Augmented Lagrange Multiplier Functions and Duality in Nonconvex Programming
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- A Nonlinear Lagrange Algorithm for Minimax Problems with General Constraints
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- Dualities for Non-Euclidean Smoothness and Strong Convexity under the Light of Generalized Conjugacy
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- Convexification and decomposition of separable nonconvex optimization problems
- On the combination of the multiplier method of Hestenes and Powell with Newton's method
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- A penalized nonlinear ADMM algorithm applied to the multi-constrained traffic assignment problem
- The augmented Lagrangian method for mathematical programs with vertical complementarity constraints based on inexact Scholtes regularization
- Characterisation of zero duality gap for optimization problems in spaces without linear structure
- A dynamic alternating direction of multipliers for nonconvex minimization with nonlinear functional equality constraints
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- Globally convergent coderivative-based generalized Newton methods in nonsmooth optimization
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- Development of computationally efficient augmented Lagrangian SPH for incompressible flows and its quantitative comparison with WCSPH simulating flow past a circular cylinder
- The Sequential Quadratic Programming Method
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- Optimization reformulations of the generalized Nash equilibrium problem using regularized indicator Nikaidô-Isoda function
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- Scalable semidefinite programming approach to variational embedding for quantum many-body problems
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- A sharp augmented Lagrangian-based method in constrained non-convex optimization
- Convergence of augmented Lagrangian methods in extensions beyond nonlinear programming
- Safeguarded augmented Lagrangian algorithms with scaled stopping criterion for the subproblems
- Differential systems for constrained optimization via a nonlinear augmented Lagrangian
- Augmented Lagrangians with possible infeasibility and finite termination for global nonlinear programming
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- Safeguarded augmented Lagrangian methods in Banach spaces
- A distributed asynchronous method of multipliers for constrained nonconvex optimization
- Distributed algorithms for convex problems with linear coupling constraints
- Penalty function methods and a duality gap for invex optimization problems
- A CLASS OF NONLINEAR LAGRANGIANS: THEORY AND ALGORITHM
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- On optimization strategies for parameter estimation in models governed by partial differential equations
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- On the application of an augmented Lagrangian algorithm to some portfolio problems
- First- and Second-Order Epi-Differentiability in Nonlinear Programming
- Exact augmented Lagrangian duality for mixed integer quadratic programming
- Decomposition for structured convex programs with smooth multiplier methods
- Solving inequality constrained optimization problems by differential homotopy continuation methods
- Nonlinear rescaling Lagrangians for nonconvex semidefinite programming
- Generalized Kalman smoothing: modeling and algorithms
- Generalized quadratic augmented Lagrangian methods with nonmonotone penalty parameters
- Asynchronous ADMM for nonlinear continuous-time systems
- Log-sigmoid nonlinear Lagrange method for nonlinear optimization problems over second-order cones
- On Error Bounds and Multiplier Methods for Variational Problems in Banach Spaces
- An example comparing the standard and safeguarded augmented Lagrangian methods
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