Convergence of augmented Lagrangian methods in extensions beyond nonlinear programming

DOI10.1007/s10107-022-01832-5OpenAlexW4282943332MaRDI QIDQ6038648

R. Tyrrell Rockafellar

Publication date: 2 May 2023

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-022-01832-5

zbMATH Keywords

nonsmooth optimizationsemidefinite programmingmultiplier methodssecond-order cone programmingsecond-order variational analysislocal dualityALMsufficient conditions for local optimalityconic programingvariational convexitygeneralized augmented Lagrangiansgeneralized nonlinear programmingconvex and nonconvex optimizationlinear convergence criterialocalized proximal point algorithmstrong variational sufficiency

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Numerical methods involving duality (49M29) Numerical optimization and variational techniques (65K10)

Related Items

Strong Variational Sufficiency for Nonlinear Semidefinite Programming and Its Implications, Second-Order Optimality Conditions for General Nonconvex Optimization Problems and Variational Analysis of Disjunctive Systems, Variational Convexity of Functions and Variational Sufficiency in Optimization, Local convergence analysis of augmented Lagrangian method for nonlinear semidefinite programming, Generalizations of the proximal method of multipliers in convex optimization, Generic linear convergence through metric subregularity in a variable-metric extension of the proximal point algorithm

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