On the complexity of an augmented Lagrangian method for nonconvex optimization

DOI10.1093/imanum/draa021OpenAlexW2951136802MaRDI QIDQ5077039

Ya-Xiang Yuan, Geovani Nunes Grapiglia

Publication date: 17 May 2022

Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1906.05622

zbMATH Keywords

nonlinear programmingworst-case complexityaugmented Lagrangian methodstensor methods

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26)

Related Items (4)

Constrained composite optimization and augmented Lagrangian methods ⋮ Worst-case evaluation complexity of a quadratic penalty method for nonconvex optimization ⋮ A Newton-CG Based Augmented Lagrangian Method for Finding a Second-Order Stationary Point of Nonconvex Equality Constrained Optimization with Complexity Guarantees ⋮ Worst-case complexity of an SQP method for nonlinear equality constrained stochastic optimization

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