Convergence properties of modified and partially-augmented Lagrangian methods for mathematical programs with complementarity constraints

DOI10.1007/S10957-009-9642-0zbMATH Open1213.90230OpenAlexW1992356818MaRDI QIDQ983712FDOQ983712

Authors: J. Martínez 

Publication date: 24 July 2010

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

Full work available at URL: https://doi.org/10.1007/s10957-009-9642-0

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zbMATH Keywords

constraint qualificationsmathematical program with complementarity constraintsboundedness of the multipliersconvergence to B-stationary pointmodified partially augmented Lagrangian methods

Mathematics Subject Classification ID

Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Cites Work

• Numerical Optimization
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Cited In (17)

• Convergence results of an augmented Lagrangian method using the exponential penalty function
• An Interior Point Method for Mathematical Programs with Complementarity Constraints (MPCCs)
• On the convergence of augmented Lagrangian methods for nonlinear semidefinite programming
• Saddle points of general augmented Lagrangians for constrained nonconvex optimization
• Global convergence of modified augmented Lagrangian methods for nonlinear semidefinite programming
• Convergence analysis of an augmented Lagrangian method for mathematical programs with complementarity constraints
• Generalized quadratic augmented Lagrangian methods with nonmonotone penalty parameters
• Convergence properties of a second order augmented Lagrangian method for mathematical programs with complementarity constraints
• A smooth QP-free algorithm without a penalty function or a filter for mathematical programs with complementarity constraints
• Global convergence of augmented Lagrangian methods applied to optimization problems with degenerate constraints, including problems with complementarity constraints
• Approximation methods for a class of non-Lipschitz mathematical programs with equilibrium constraints
• On the convergence properties of modified augmented Lagrangian methods for mathematical programming with complementarity constraints
• Partial augmented Lagrangian method and mathematical programs with complementarity constraints
• Title not available (Why is that?)
• Nonlinear separation approach for the augmented Lagrangian in nonlinear semidefinite programming
• A new augmented Lagrangian method for MPCCs -- theoretical and numerical comparison with existing augmented Lagrangian methods
• The augmented Lagrangian method for mathematical programs with vertical complementarity constraints based on inexact Scholtes regularization

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