Some Properties of the Augmented Lagrangian in Cone Constrained Optimization
DOI10.1287/MOOR.1040.0103zbMATH Open1082.90109OpenAlexW2107465205MaRDI QIDQ5704185FDOQ5704185
Authors: Alexander Shapiro, Jie Sun
Publication date: 11 November 2005
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/4e1043b69c4d492c31c313985f46c42aaefc78b9
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Cited In (46)
- Strong Variational Sufficiency for Nonlinear Semidefinite Programming and Its Implications
- On the convergence of augmented Lagrangian methods for nonlinear semidefinite programming
- An Implementable Augmented Lagrangian Method for Solving Second-Order Cone Constrained Variational Inequalities
- Exact augmented Lagrangian functions for nonlinear semidefinite programming
- Augmented Lagrangian for cone constrained topology optimization
- Iteration-Complexity of First-Order Augmented Lagrangian Methods for Convex Conic Programming
- Properties of the augmented Lagrangian in nonlinear semidefinite optimization
- On the R-superlinear convergence of the KKT residuals generated by the augmented Lagrangian method for convex composite conic programming
- A unified approach to the global exactness of penalty and augmented Lagrangian functions. II: Extended exactness
- Augmented Lagrangian functions for cone constrained optimization: the existence of global saddle points and exact penalty property
- Optimality conditions for problems over symmetric cones and a simple augmented Lagrangian method
- Existence of augmented Lagrange multipliers for cone constrained optimization problems
- On augmented Lagrangians for optimization problems with a single constraint
- Augmented Lagrangian method for second-order cone programs under second-order sufficiency
- Weak-subdifferentials for vector functions and applications to multiobjective semi-infinite optimization problems
- Analysis of the alternating direction method of multipliers for nonconvex problems
- Local convergence analysis of augmented Lagrangian method for nonlinear semidefinite programming
- Optimality conditions and global convergence for nonlinear semidefinite programming
- The augmented Lagrangian method for a type of inverse quadratic programming problems over second-order cones
- Existence of augmented Lagrange multipliers: reduction to exact penalty functions and localization principle
- Convergence of the augmented Lagrangian method for nonlinear optimization problems over second-order cones
- Augmented lagrangians in semi-infinite programming
- On iteration complexity of a first-order primal-dual method for nonlinear convex cone programming
- On the approximate augmented Lagrangian for nonlinear symmetric cone programming
- Partially distributed outer approximation
- Generalized weak sharp minima in cone-constrained convex optimization with applications
- An augmented Lagrangian based algorithm for distributed nonconvex optimization
- An implementable augmented Lagrange method for solving fixed point problems with coupled constraints
- Properties of an augmented Lagrangian for design optimization
- A unified approach to the global exactness of penalty and augmented Lagrangian functions. I: Parametric exactness
- On saddle points in semidefinite optimization via separation scheme
- On the existence of saddle points for nonlinear second-order cone programming problems
- Study on convex optimization with least constraint violation under a general measure
- Existence of augmented Lagrange multipliers for semi-infinite programming problems
- A unified study of necessary and sufficient optimality conditions for minimax and Chebyshev problems with cone constraints
- Alternating direction method for bi-quadratic programming
- Augmented Lagrangian duality for composite optimization problems
- Augmented Lagrangian methods for convex matrix optimization problems
- Second-order conditions for existence of augmented Lagrange multipliers for eigenvalue composite optimization problems
- Second-Order Conditions for the Existence of Augmented Lagrange Multipliers for Sparse Optimization
- Convergence analysis of the augmented Lagrangian method for nonlinear second-order cone optimization problems
- Parabolic regularity in geometric variational analysis
- The rate of convergence of the augmented Lagrangian method for nonlinear semidefinite programming
- Weak stability and strong duality of a class of nonconvex infinite programs via augmented Lagrangian
- Convergence analysis of a nonlinear Lagrangian method for nonconvex semidefinite programming with subproblem inexactly solved
- Lokale dualitäts-und stabilitätsuntersuchungen für nichtlinear optimierungsprobleme mit differenzierbaren gleichungsrestriktionen unter zugrundelegung einer klasse modifiizierter Lagrange-funktionen
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