A second-order convergence augmented Lagrangian method using non-quadratic penalty functions

DOI10.1007/s12597-019-00366-3OpenAlexW2922136779MaRDI QIDQ2425015

María Laura Schuverdt, María Daniela Sánchez

Publication date: 26 June 2019

Published in: Opsearch (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s12597-019-00366-3

zbMATH Keywords

global convergencenonlinear programmingconstraint qualificationsaugmented Lagrangian methodssequential optimality conditions

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

Related Items (1)

A Sequential Optimality Condition Related to the Quasi-normality Constraint Qualification and Its Algorithmic Consequences

Uses Software

• PENNON
• ALGENCAN

Cites Work

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• On Augmented Lagrangian Methods with General Lower-Level Constraints
• Penalty/Barrier Multiplier Methods for Convex Programming Problems
• PENNON: A code for convex nonlinear and semidefinite programming
• Penalty/Barrier multiplier algorthm for semidefinit programming^∗
• Erratum “A second-order sequential optimality condition associated to the convergence of optimization algorithms”
• Two New Weak Constraint Qualifications and Applications
• On second-order optimality conditions for nonlinear programming
• Practical Augmented Lagrangian Methods for Constrained Optimization

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