An augmented penalty function method with penalty parameter updates for nonconvex optimization
DOI10.1016/J.NA.2011.03.013zbMATH Open1229.90135OpenAlexW2027659296WikidataQ58048434 ScholiaQ58048434MaRDI QIDQ654058FDOQ654058
Authors: C. Y. Kaya, R. S. Burachik 
Publication date: 21 December 2011
Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://ap01.alma.exlibrisgroup.com/view/delivery/61USOUTHAUS_INST/12142890360001831
Recommendations
- Generalized quadratic augmented Lagrangian methods with nonmonotone penalty parameters
- A Deflected Subgradient Method Using a General Augmented Lagrangian Duality with Implications on Penalty Methods
- A primal–dual penalty method via rounded weighted-ℓ1 Lagrangian duality
- On primal convergence for augmented Lagrangian duality
- Augmented Lagrangian method with nonmonotone penalty parameters for constrained optimization
nonconvex optimizationaugmented Lagrangiannonsmooth optimizationpenalty methodkissing number problemduality scheme
Applications of mathematical programming (90C90) Nonconvex programming, global optimization (90C26) Numerical methods based on nonlinear programming (49M37) Numerical methods involving duality (49M29)
Cites Work
- An implementation of Shor's \(r\)-algorithm
- On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
- Variational Analysis
- Title not available (Why is that?)
- The Theory of Max-Min, with Applications
- Augmented Lagrangian duality and nondifferentiable optimization methods in nonconvex programming
- A primal dual modified subgradient algorithm with sharp Lagrangian
- On primal convergence for augmented Lagrangian duality
- Generalized augmented Lagrangian problem and approximate optimal solutions in nonlinear programming
- Duality and exact penalization for general augmented Lagrangians
- Validation of an augmented Lagrangian algorithm with a Gauss-Newton Hessian approximation using a set of hard-spheres problems
- An inexact modified subgradient algorithm for nonconvex optimization
- An update rule and a convergence result for a penalty function method
- On a modified subgradient algorithm for dual problems via sharp augmented Lagrangian
- A Deflected Subgradient Method Using a General Augmented Lagrangian Duality with Implications on Penalty Methods
- Numerical comparison of merit function with filter criterion in inexact restoration algorithms using hard-spheres problems
Cited In (10)
- An update rule and a convergence result for a penalty function method
- A new sequential optimality condition for constrained nonsmooth optimization
- Generalized quadratic augmented Lagrangian methods with nonmonotone penalty parameters
- An approximate exact penalty for vector inequality-constrained minimization problems
- Interior epigraph directions method for nonsmooth and nonconvex optimization via generalized augmented Lagrangian duality
- On the convergence analysis of a penalty algorithm for nonsmooth optimization and its performance for solving hard-sphere problems
- An approximate exact penalty in constrained vector optimization on metric spaces
- The exact penalty map for nonsmooth and nonconvex optimization
- A primal–dual penalty method via rounded weighted-ℓ1 Lagrangian duality
- Augmented Lagrangian Objective Penalty Function
Uses Software
This page was built for publication: An augmented penalty function method with penalty parameter updates for nonconvex optimization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q654058)
