Global Convergence of Augmented Lagrangian Methods Applied to Optimization Problems with Degenerate Constraints, Including Problems with Complementarity Constraints

DOI10.1137/120868359zbMath1274.90385OpenAlexW2082569552MaRDI QIDQ4915179

E. I. Uskov, Alexey F. Izmailov, Mikhail V. Solodov

Publication date: 9 April 2013

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/120868359

zbMATH Keywords

stationarityaugmented Lagrangianmathematical programs with complementarity constraintsmethod of multipliersdegenerate constraints

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Methods of successive quadratic programming type (90C55)

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Uses Software

• KNITRO
• SNOPT
• filterSQP
• Ipopt
• MINOS
• ALGENCAN
• MacMPEC
• DEGEN

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