A Newton-CG based barrier-augmented Lagrangian method for general nonconvex conic optimization

DOI10.1007/s10589-024-00603-6MaRDI QIDQ6642793

Publication date: 25 November 2024

Published in: Computational Optimization and Applications (Search for Journal in Brave)

zbMATH Keywords

barrier method augmented Lagrangian method iteration complexity operation complexity second-order stationary point Newton-conjugate gradient method nonconvex conic optimization

Mathematics Subject Classification ID

Analysis of algorithms and problem complexity (68Q25) Abstract computational complexity for mathematical programming problems (90C60) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Numerical methods based on necessary conditions (49M05) Newton-type methods (49M15) Mathematical programming (90Cxx)

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