On the cost of solving augmented Lagrangian subproblems

DOI10.1007/s10107-019-01384-1zbMath1445.90104OpenAlexW2921219247WikidataQ128270736 ScholiaQ128270736MaRDI QIDQ2191763

Damián Fernández, Mikhail V. Solodov

Publication date: 26 June 2020

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-019-01384-1

zbMATH Keywords

Newton methodssuperlinear convergenceaugmented Lagrangianstabilized sequential quadratic programmingsecond-order correction

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Methods of successive quadratic programming type (90C55)

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Uses Software

• TANGO
• ALGENCAN

Cites Work

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