Smoothing augmented Lagrangian method for nonsmooth constrained optimization problems
From MaRDI portal
Publication:496609
DOI10.1007/s10898-014-0242-7zbMath1326.65073OpenAlexW2168062993MaRDI QIDQ496609
Mengwei Xu, Li-wei Zhang, Jane J. Ye
Publication date: 22 September 2015
Published in: Journal of Global Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10898-014-0242-7
convergencenonsmooth optimizationconstrained optimizationnonconvex optimizationnumerical experimentaugmented Lagrangian methodconstraint qualificationsmoothing functionbilevel programMangasarian Fromovitz constraint qualification
Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26)
Related Items
Direct search nonsmooth constrained optimization via rounded ℓ1 penalty functions, Bilevel Polynomial Programs and Semidefinite Relaxation Methods, Inequality constrained stochastic nonlinear optimization via active-set sequential quadratic programming, Relax-and-split method for nonconvex inverse problems, A Lagrange Multiplier Expression Method for Bilevel Polynomial Optimization, Decomposition algorithms for some deterministic and two-stage stochastic single-leader multi-follower games, A class of exact penalty functions and penalty algorithms for nonsmooth constrained optimization problems, Bilevel Optimization: Theory, Algorithms, Applications and a Bibliography
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Gradient consistency for integral-convolution smoothing functions
- On the convergence of the exponential multiplier method for convex programming
- Smoothing methods for nonsmooth, nonconvex minimization
- A smoothing augmented Lagrangian method for solving simple bilevel programs
- Global solution of bilevel programs with a nonconvex inner program
- On the convergence rate for a penalty function method of exponential type
- A modified barrier-augmented Lagrangian method for constrained minimization
- Practical bilevel optimization. Algorithms and applications
- Constraint qualifications and Lagrange multipliers in nondifferentiable programming problems
- Bilevel and multilevel programming: A bibliography review
- Foundations of bilevel programming
- On the relation between constant positive linear dependence condition and quasinormality constraint qualification
- Further study on augmented Lagrangian duality theory
- Large-scale active-set box-constrained optimization method with spectral projected gradients
- Smoothing methods for convex inequalities and linear complementarity problems
- On solving simple bilevel programs with a nonconvex lower level program
- Augmented Lagrangian methods under the constant positive linear dependence constraint qualification
- Primal-dual nonlinear rescaling method with dynamic scaling parameter update
- Multiplier and gradient methods
- The boundedness of penalty parameters in an augmented Lagrangian method with constrained subproblems
- A Sequential Quadratic Programming Algorithm for Nonconvex, Nonsmooth Constrained Optimization
- Minimizing the Condition Number of a Gram Matrix
- New Necessary Optimality Conditions for Bilevel Programs by Combining the MPEC and Value Function Approaches
- A Non-Interior-Point Continuation Method for Linear Complementarity Problems
- Necessary Optimality Conditions for Multiobjective Bilevel Programs
- A Globally Convergent Augmented Lagrangian Algorithm for Optimization with General Constraints and Simple Bounds
- On Augmented Lagrangian Methods with General Lower-Level Constraints
- Optimization and nonsmooth analysis
- An SQP Augmented Lagrangian BFGS Algorithm for Constrained Optimization
- The Theory of Moral Hazard and Unobservable Behaviour: Part I
- A note on optimality conditions for bilevel programming problems∗
- Variational Analysis
- Trust Region Methods
- On the Constant Positive Linear Dependence Condition and Its Application to SQP Methods
- A Global and Local Superlinear Continuation-Smoothing Method forP0andR0NCP or Monotone NCP
- A Global Convergence Analysis of an Algorithm for Large-Scale Nonlinear Optimization Problems
- Some Noninterior Continuation Methods for Linear Complementarity Problems
- Annotated Bibliography on Bilevel Programming and Mathematical Programs with Equilibrium Constraints
- A dual approach to solving nonlinear programming problems by unconstrained optimization
- Optimality conditions for bilevel programming problems
- Global Convergence of Augmented Lagrangian Methods Applied to Optimization Problems with Degenerate Constraints, Including Problems with Complementarity Constraints
- SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization
- Smoothing SQP Methods for Solving Degenerate Nonsmooth Constrained Optimization Problems with Applications to Bilevel Programs
- Augmented Lagrange Multiplier Functions and Duality in Nonconvex Programming
