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
Newton methodssuperlinear convergenceaugmented Lagrangianstabilized sequential quadratic programmingsecond-order correction
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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