Analysis on a superlinearly convergent augmented Lagrangian method

DOI10.1007/s10114-013-2740-9zbMath1292.90287OpenAlexW2167695847MaRDI QIDQ2440487

Ya-Xiang Yuan

Publication date: 18 March 2014

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10114-013-2740-9

zbMATH Keywords

convergenceLagrange multiplieraugmented Lagrange functionnonlinearly constrained optimization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Related Items (5)

On the convergence properties of a second-order augmented Lagrangian method for nonlinear programming problems with inequality constraints ⋮ PAL-Hom method for QP and an application to LP ⋮ Towards an efficient augmented Lagrangian method for convex quadratic programming ⋮ On the Nonergodic Convergence Rate of an Inexact Augmented Lagrangian Framework for Composite Convex Programming ⋮ Unified convergence analysis of a second-order method of multipliers for nonlinear conic programming

Uses Software

• LANCELOT

Cites Work

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• Alternating direction augmented Lagrangian methods for semidefinite programming
• Optimization theory and methods. Nonlinear programming
• Multiplier and gradient methods
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• A Newton-CG Augmented Lagrangian Method for Semidefinite Programming
• A Convergence Theory for a Class of Quasi-Newton Methods for Constrained Optimization
• An Ideal Penalty Function for Constrained Optimization
• Bregman Iterative Algorithms for $\ell_1$-Minimization with Applications to Compressed Sensing
• Augmented Lagrange Multiplier Functions and Duality in Nonconvex Programming

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