Augmented Lagrangian applied to convex quadratic problems

DOI10.1016/j.amc.2007.11.042zbMath1143.65047OpenAlexW2085868725MaRDI QIDQ932544

Débora Cintia Marcilio, Luiz Carlos Matioli

Publication date: 11 July 2008

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2007.11.042

zbMATH Keywords

sequential quadratic programmingquadratic penalty

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Quadratic programming (90C20)

Uses Software

• CUTEr
• CUTE

Cites Work

• Unnamed Item
• On the convergence of the exponential multiplier method for convex programming
• Nonlinear rescaling and proximal-like methods in convex optimization
• Multiplier and gradient methods
• A new family of penalties for augmented Lagrangian methods
• Monotone Operators and the Proximal Point Algorithm
• Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming
• Numerical Optimization
• CUTE
• Convergence Rate Analysis of Nonquadratic Proximal Methods for Convex and Linear Programming

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