New convergence properties of the primal augmented Lagrangian method

DOI10.1155/2011/902131MaRDI QIDQ657177zbMATH OpenOpenAlexWikidataFDO

Authors Xunzhi Zhu, Jinchuan Zhou, Lili Pan, Wenling Zhao

Publication date 16 January 2012

Published in Abstract and Applied Analysis (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1155/2011/902131

zbMATH Keywords

proximal augmented Lagrangian methodconvergence propertiesaccumulation pointcontinuous nonconvex optimization problem with both equality and inequality constraintsdegenerate pointKKT point of the primal problem.

Mathematics Subject Classification ID

Methods involving semicontinuity and convergence; relaxation (49J45)

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Cites work

• scientific article; zbMATH DE number 3309655 (Why is no real title available?)
• scientific article; zbMATH DE number 3331230 (Why is no real title available?)
• A Globally Convergent Augmented Lagrangian Pattern Search Algorithm for Optimization with General Constraints and Simple Bounds
• A Unified Augmented Lagrangian Approach to Duality and Exact Penalization
• Augmented Lagrange Multiplier Functions and Duality in Nonconvex Programming
• Augmented Lagrangian duality and nondifferentiable optimization methods in nonconvex programming
• Augmented Lagrangian method with nonmonotone penalty parameters for constrained optimization
• Convergence Properties of an Augmented Lagrangian Algorithm for Optimization with a Combination of General Equality and Linear Constraints
• Global minimization using an augmented Lagrangian method with variable lower-level constraints
• Numerical comparison of augmented Lagrangian algorithms for nonconvex problems
• On Augmented Lagrangian Methods with General Lower-Level Constraints
• On the Convergence of Augmented Lagrangian Methods for Constrained Global Optimization
• Unified theory of augmented Lagrangian methods for constrained global optimization

Cited in

(12)

• scientific article; zbMATH DE number 5077058 (Why is no real title available?)
• On the convergence of augmented Lagrangian strategies for nonlinear programming
• Perturbed augmented Lagrangian method framework with applications to proximal and smoothed variants
• scientific article; zbMATH DE number 7668280 (Why is no real title available?)
• Convergence analysis of modified \(p\)th power Lagrangian algorithms with alternative updating strategies for constrained nonconvex optimization
• Convergence properties of augmented Lagrangian methods for constrained global optimization
• Generalized quadratic augmented Lagrangian methods with nonmonotone penalty parameters
• On primal convergence for augmented Lagrangian duality
• The global convergence of augmented Lagrangian methods based on NCP function in constrained nonconvex optimization
• A note on Fejér-monotone sequences in product spaces and its applications to the dual convergence of augmented Lagrangian methods
• Complexity of proximal augmented Lagrangian for nonconvex optimization with nonlinear equality constraints
• A look at the convergence of the augmented Lagrange method for nondifferentiable convex programming from the view of a gradient method with constant stepsize

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