A New Class of Augmented Lagrangians in Nonlinear Programming
From MaRDI portal
Publication:3851987
DOI10.1137/0317044zbMath0418.90077OpenAlexW1979968848MaRDI QIDQ3851987
Publication date: 1979
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0317044
quadratic programmingequality constraintsnonlinear programmingaugmented Lagrangianslocal solutionconjugate direction algorithmglobal optimality resultsHestenes' multiplier methodpenalty-multiplier methodunconstrained minimization technique
Nonlinear programming (90C30) Numerical methods involving duality (49M29) Quadratic programming (90C20)
Related Items
Exact augmented Lagrangian functions for nonlinear semidefinite programming, Globalizing stabilized sequential quadratic programming method by smooth primal-dual exact penalty function, A class of augmented Lagrangians for equality constraints in nonlinear programming problems, New results on a class of exact augmented Lagrangians, Geometric approach to Fletcher's ideal penalty function, Decomposition Methods Based on Augmented Lagrangians: A Survey, Smoothed penalty algorithms for optimization of nonlinear models, Exact augmented lagrangian approach to multilevel optimization of large-scale systems, Exact penalties for variational inequalities with applications to nonlinear complementarity problems, An adaptive stochastic sequential quadratic programming with differentiable exact augmented Lagrangians, Inequality constrained stochastic nonlinear optimization via active-set sequential quadratic programming, A new augmented Lagrangian function for inequality constraints in nonlinear programming problems, On a Newton-like method for constrained nonlinear minimization via slack variables, Enlarging the region of convergence of Newton's method for constrained optimization, A primal-dual augmented Lagrangian, A Gauss-Newton approach for solving constrained optimization problems using differentiable exact penalties, Some results on augmented Lagrangians in constrained global optimization via image space analysis, New decomposition and convexification algorithm for nonconvex large-scale primal-dual optimization, Recursive quadratic programming algorithm that uses an exact augmented Lagrangian function, A globally convergent Levenberg-Marquardt method for equality-constrained optimization, An adaptive augmented Lagrangian method for large-scale constrained optimization, A unified approach to the global exactness of penalty and augmented Lagrangian functions. I: Parametric exactness, A unified approach to the global exactness of penalty and augmented Lagrangian functions. II: Extended exactness, Exact augmented Lagrangian function for nonlinear programming problems with inequality constraints, Globally convergent inexact generalized Newton method for first-order differentiable optimization problems, An exact penalty-lagrangian approach for a class of constrained optimization problems with bounded variables, Subspace-stabilized sequential quadratic programming, Use of a finite penalty in convex programming problems for global convergence of Newton's method with steep adjustment, Local convergence of an augmented Lagrangian method for matrix inequality constrained programming, On the minimization of quadratic functions with bilinear constraints via augmented Lagrangians, Augmented Lagrangian functions for cone constrained optimization: the existence of global saddle points and exact penalty property, Further study on a class of augmented Lagrangians of Di Pillo and Grippo in nonlinear programming, Critical Lagrange multipliers: what we currently know about them, how they spoil our lives, and what we can do about it, On differentiable exact penalty functions, A dual differentiable exact penalty function, Some Quadrature-Based Versions of the Generalized Newton Method for Solving Unconstrained Optimization Problems