Saddle points of general augmented Lagrangians for constrained nonconvex optimization
From MaRDI portal
Publication:695341
DOI10.1007/s10898-011-9731-0zbMath1281.90037MaRDI QIDQ695341
Publication date: 21 December 2012
Published in: Journal of Global Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10898-011-9731-0
saddle point; augmented Lagrangian function; constrained nonconvex optimization; second order sufficiency condition
90C26: Nonconvex programming, global optimization
90C33: Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)
Related Items
Augmented Lagrangian functions for cone constrained optimization: the existence of global saddle points and exact penalty property, Nonlinear separation approach for the augmented Lagrangian in nonlinear semidefinite programming, On the convergence of augmented Lagrangian methods for nonlinear semidefinite programming, On saddle points in semidefinite optimization via separation scheme, On the existence of saddle points for nonlinear second-order cone programming problems, Global saddle points of nonlinear augmented Lagrangian functions, Some results on augmented Lagrangians in constrained global optimization via image space analysis, Global convergence of modified augmented Lagrangian methods for nonlinear semidefinite programming
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unified theory of augmented Lagrangian methods for constrained global optimization
- Separation approach for augmented lagrangians in Constrained nonconvex optimization
- Convergence properties of modified and partially-augmented Lagrangian methods for mathematical programs with complementarity constraints
- Modified barrier functions (theory and methods)
- Local saddle points and convexification for nonconvex optimization problems
- Lagrange-type functions in constrained non-convex optimization.
- Nonlinear rescaling vs. smoothing technique in convex optimization
- Convexification and existence of a saddle point in a \(p\)th-power reformulation for nonconvex constrained optimization.
- Saddle-point optimality: a look beyond convexity
- Zero duality gap for a class of nonconvex optimization problems
- Minimax and applications
- On the twice differentiable cubic augmented Lagrangian
- Global minimization using an augmented Lagrangian method with variable lower-level constraints
- On the convergence properties of modified augmented Lagrangian methods for mathematical programming with complementarity constraints
- Local saddle point and a class of convexification methods for nonconvex optimization problems
- Augmented Lagrangian methods under the constant positive linear dependence constraint qualification
- Constrained optimization and image space analysis. Vol. 1: Separation of sets and optimality conditions
- Primal-dual nonlinear rescaling method with dynamic scaling parameter update
- Multiplier and gradient methods
- An Augmented Lagrangian Function with Improved Exactness Properties
- Lagrange Multipliers and Optimality
- On the Convergence of Augmented Lagrangian Methods for Constrained Global Optimization
- On Augmented Lagrangian Methods with General Lower-Level Constraints
- Convergence properties of augmented Lagrangian methods for constrained global optimization
- Necessary and sufficient optimality conditions for a class of nonsmooth minimization problems
- Convergence Properties of an Augmented Lagrangian Algorithm for Optimization with a Combination of General Equality and Linear Constraints
- On Saddle Points of Augmented Lagrangians for Constrained Nonconvex Optimization
- The Zero Duality Gap Property and Lower Semicontinuity of the Perturbation Function
- Mathematical theory of optimization
- Existence of a saddle point in nonconvex constrained optimization.