An example comparing the standard and safeguarded augmented Lagrangian methods

From MaRDI portal
Publication:1728363

DOI10.1016/j.orl.2017.09.005zbMath1409.90186OpenAlexW2757525832MaRDI QIDQ1728363

Christian Kanzow, Daniel Steck

Publication date: 22 February 2019

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2017.09.005




Related Items

On the best achievable quality of limit points of augmented Lagrangian schemesSafeguarded Augmented Lagrangian Methods in Banach SpacesA New Augmented Lagrangian Method for MPCCs—Theoretical and Numerical Comparison with Existing Augmented Lagrangian MethodsOptimality conditions, approximate stationarity, and applications – a story beyond lipschitznessAn augmented Lagrangian method for optimization problems with structured geometric constraintsAugmented Lagrangian cone method for multiobjective optimization problems with an application to an optimal control problemTowards an efficient augmented Lagrangian method for convex quadratic programmingPareto front approximation through a multi-objective augmented Lagrangian methodA Newton-CG Based Augmented Lagrangian Method for Finding a Second-Order Stationary Point of Nonconvex Equality Constrained Optimization with Complexity GuaranteesInexact penalty decomposition methods for optimization problems with geometric constraintsDislocation hyperbolic augmented Lagrangian algorithm for nonconvex optimizationNew Constraint Qualifications for Optimization Problems in Banach Spaces Based on Asymptotic KKT ConditionsThe Multiplier-Penalty Method for Generalized Nash Equilibrium Problems in Banach SpacesOn Error Bounds and Multiplier Methods for Variational Problems in Banach SpacesAugmented Lagrangian and exact penalty methods for quasi-variational inequalitiesAugmented Lagrangians with constrained subproblems and convergence to second-order stationary pointsSimple algorithms for optimization on Riemannian manifolds with constraintsA Lagrange multiplier method for semilinear elliptic state constrained optimal control problemsQuasi-Variational Inequalities in Banach Spaces: Theory and Augmented Lagrangian MethodsOn the convergence of inexact augmented Lagrangian methods for problems with convex constraintsAn augmented Lagrangian method for cardinality-constrained optimization problemsAn augmented Lagrangian algorithm for multi-objective optimizationComplexity and performance of an Augmented Lagrangian algorithmOn Optimality Conditions for Nonlinear Conic Programming


Uses Software


Cites Work