A parallelizable augmented Lagrangian method applied to large-scale non-convex-constrained optimization problems

DOI10.1007/s10107-018-1253-9zbMath1431.90116arXiv1702.00526OpenAlexW3099114989WikidataQ130168152 ScholiaQ130168152MaRDI QIDQ2414914

Yanyan Li

Publication date: 17 May 2019

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

Full work available at URL: https://arxiv.org/abs/1702.00526

zbMATH Keywords

parallel computingaugmented Lagrangian methodproximal bundle methodnonlinear block Gauss-Seidel methodsimplicial decomposition method

Mathematics Subject Classification ID

Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Mixed integer programming (90C11) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Optimality conditions and duality in mathematical programming (90C46) Stochastic programming (90C15)

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Uses Software

• Matlab
• CPLEX
• OOQP
• SIPLIB

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