Convergence properties of modified and partially-augmented Lagrangian methods for mathematical programs with complementarity constraints

DOI10.1007/s10957-009-9642-0zbMath1213.90230OpenAlexW1992356818MaRDI QIDQ983712

J. Martínez

Publication date: 24 July 2010

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

Full work available at URL: https://doi.org/10.1007/s10957-009-9642-0

zbMATH Keywords

constraint qualificationsmathematical program with complementarity constraintsboundedness of the multipliersconvergence to B-stationary pointmodified partially augmented Lagrangian methods

Mathematics Subject Classification ID

Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items (8)

Global convergence of modified augmented Lagrangian methods for nonlinear semidefinite programming ⋮ On the convergence of augmented Lagrangian methods for nonlinear semidefinite programming ⋮ Generalized quadratic augmented Lagrangian methods with nonmonotone penalty parameters ⋮ Saddle points of general augmented Lagrangians for constrained nonconvex optimization ⋮ Convergence Properties of a Second Order Augmented Lagrangian Method for Mathematical Programs with Complementarity Constraints ⋮ Nonlinear separation approach for the augmented Lagrangian in nonlinear semidefinite programming ⋮ A smooth QP-free algorithm without a penalty function or a filter for mathematical programs with complementarity constraints ⋮ Convergence results of an augmented Lagrangian method using the exponential penalty function

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