Duality in convex optimization for the hyperbolic augmented Lagrangian

DOI10.1007/S40590-024-00611-WMaRDI QIDQ6500232

Lennin Mallma Ramirez, Adilson Elias Xavier, Nelson F. Maculan, Vinicius Layter Xavier

Publication date: 10 May 2024

Published in: Boletín de la Sociedad Matemática Mexicana. Third Series (Search for Journal in Brave)

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Nonlinear programming (90C30) Optimality conditions and duality in mathematical programming (90C46)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Test examples for nonlinear programming codes
• Modified barrier functions (theory and methods)
• Feasible direction interior-point technique for nonlinear optimization
• An interior-point algorithm for nonconvex nonlinear programming
• A simple primal-dual feasible interior-point method for nonlinear programming with monotone descent
• On iteration complexity of a first-order primal-dual method for nonlinear convex cone programming
• Globally convergent interior-point algorithm for nonlinear programming
• A New QP-Free, Globally Convergent, Locally Superlinearly Convergent Algorithm For Inequality Constrained Optimization
• Hyperbolic Penalty: A New Method for Nonlinear Programming with Inequalities
• A Feasible Sequential Linear Equation Method for Inequality Constrained Optimization
• An inexact first-order method for constrained nonlinear optimization
• Non-Linear Programming Via Penalty Functions
• Log-sigmoid multipliers method in constrained optimization

This page was built for publication: Duality in convex optimization for the hyperbolic augmented Lagrangian