On the convergence properties of a second-order augmented Lagrangian method for nonlinear programming problems with inequality constraints

DOI10.1007/S10957-015-0842-5zbMATH Open1467.90071OpenAlexW2247931801MaRDI QIDQ831373FDOQ831373

Authors Liang Chen, Anping Liao

Publication date 11 May 2021

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10957-015-0842-5

zbMATH Keywords

nonlinear programmingnonsmooth analysisgeneralized Newton methodsecond-order augmented Lagrangian method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Nonsmooth analysis (49J52)

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Cited in

(5)

• Unified convergence analysis of a second-order method of multipliers for nonlinear conic programming
• Local convergence of exact and inexact augmented Lagrangian methods under the second-order sufficient optimality condition
• A second-order convergence augmented Lagrangian method using non-quadratic penalty functions
• Augmented Lagrangians with constrained subproblems and convergence to second-order stationary points
• The linear and asymptotically superlinear convergence rates of the augmented Lagrangian method with a practical relative error criterion

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