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Mathematics of Operations Research, 2022
We propose a new augmented Lagrangian (AL) method for solving the mathematical program with complementarity constraints (MPCC), where the complementarity constraints are left out of the AL function and treated directly. Two observations motivate us to propose this method: The AL subproblems are closer to the original problem in terms of the constraint
Lei Guo, Zhibin Deng
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We propose a new augmented Lagrangian (AL) method for solving the mathematical program with complementarity constraints (MPCC), where the complementarity constraints are left out of the AL function and treated directly. Two observations motivate us to propose this method: The AL subproblems are closer to the original problem in terms of the constraint
Lei Guo, Zhibin Deng
exaly +2 more sources
Complexity and performance of an Augmented Lagrangian algorithm [PDF]
Optimization Methods and Software, 2020 Algencan is a well established safeguarded Augmented Lagrangian algorithm introduced in [R. Andreani, E. G. Birgin, J. M. Mart\'ınez and M. L. Schuverdt, On Augmented Lagrangian methods with general lower-level constraints, SIAM Journal on Optimization 18, pp. 1286-1309, 2008].
E G Bırgın, J M Martinez
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Revisiting augmented Lagrangian duals
Mathematical Programming, 2021zbMATH Open Web Interface contents unavailable due to conflicting licenses.
M. Cordova +2 more
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An augmented Lagrangian filter method
Mathematical Methods of Operations Research, 2020zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Sven Leyffer, Charlie Vanaret
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Abstract Convexity and Augmented Lagrangians
SIAM Journal on Optimization, 2007The ultimate goal of this paper is to demonstrate that abstract convexity provides a natural language and a suitable framework for the examination of zero duality gap properties and exact multipliers of augmented Lagrangians. We study augmented Lagrangians in a very general setting and formulate the main definitions and facts describing the augmented ...
Regina Sandra Burachik +1 more
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Augmented Lagrangians in semi-infinite programming
Mathematical Programming, 2007zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Jan-J. Rückmann, Alexander Shapiro 0001
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Nonlinear Augmented Lagrangian and Duality Theory
Mathematics of Operations Research, 2013In this paper, a unified framework of a nonlinear augmented Lagrangian dual problem is investigated for the primal problem of minimizing an extended real-valued function by virtue of a nonlinear augmenting penalty function. Our framework is more general than the ones in the literature in the sense that our nonlinear augmenting penalty function is ...
Changyu Wang, X. Q. Yang, Xinmin Yang
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On the cost of solving augmented Lagrangian subproblems
Mathematical Programming, 2019zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Damián R. Fernández +1 more
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Mathematics of Operations Research, 1986
It is well known that, for a nonlinear program, any Karush–Kuhn–Tucker point that satisfies the second order sufficient condition is also a strict local minimum of the augmented Lagrangian with an underlying penalty parameter sufficiently large. A main theme of the paper is to strengthen the theorem and bring to light an interesting connection among ...
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It is well known that, for a nonlinear program, any Karush–Kuhn–Tucker point that satisfies the second order sufficient condition is also a strict local minimum of the augmented Lagrangian with an underlying penalty parameter sufficiently large. A main theme of the paper is to strengthen the theorem and bring to light an interesting connection among ...
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An augmented Lagrangian method for distributed optimization
Mathematical Programming, 2014zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Nikolaos Chatzipanagiotis +2 more
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