On the local quadratic convergence of the primal–dual augmented Lagrangian method

DOI10.1080/10556780802699433zbMath1191.90040OpenAlexW2057767216MaRDI QIDQ3632940

Roman A. Polyak

Publication date: 16 June 2009

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556780802699433

zbMATH Keywords

merit functionquadratic rate of convergenceaugmented Lagrangianprimal-dual system

Mathematics Subject Classification ID

Convex programming (90C25) Nonconvex programming, global optimization (90C26)

Related Items (1)

A globally and quadratically convergent primal–dual augmented Lagrangian algorithm for equality constrained optimization

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