A first-order augmented Lagrangian method for constrained minimax optimization

Z Lu, S Mei - Mathematical Programming, 2024 - Springer
In this paper we study a class of constrained minimax problems. In particular, we propose a
first-order augmented Lagrangian method for solving them, whose subproblems turn out to …

The rate of convergence of augmented Lagrangian method for minimax optimization problems with equality constraints

YH Dai, LW Zhang - Journal of the Operations Research Society of China, 2024 - Springer
The augmented Lagrangian function and the corresponding augmented Lagrangian method
are constructed for solving a class of minimax optimization problems with equality …

A note on 'new algorithms for constrained minimax optimization'

TF Coleman - Mathematical Programming, 1978 - Springer
A note on ‘new algorithms for constrained minimax optimization’ Page 1
Mathematical Programming 15 (1978) 239-242. North-Holland Publishing Company …

An augmented Lagrangian function with improved exactness properties

G Di Pillo, S Lucidi - SIAM Journal on Optimization, 2002 - SIAM
In this paper we introduce a new exact augmented Lagrangian function for the solution of
general nonlinear programming problems. For this Lagrangian function a complete …

[PDF][PDF] A class of nonlinear Lagrangian algorithms for minimax problems

S He, Y Nie - Journal of Industrial and Management Optimization, 2013 - researchgate.net
This paper studies a class of nonlinear Lagrangian algorithms for solving unconstrained
minimax problems, which will provide an approach to constructing a concrete and novel …

A nonlinear Lagrange algorithm for minimax problems with general constraints

S He, X Liu, C Wang - Numerical Functional Analysis and …, 2016 - Taylor & Francis
This article presents a novel nonlinear Lagrange algorithm for solving minimax optimization
problems with both inequality and equality constraints, which eliminates the nonsmoothness …

On the complexity of an augmented Lagrangian method for nonconvex optimization

GN Grapiglia, Y Yuan - IMA Journal of Numerical Analysis, 2021 - academic.oup.com
In this paper we study the worst-case complexity of an inexact augmented Lagrangian
method for nonconvex constrained problems. Assuming that the penalty parameters are …

An example comparing the standard and safeguarded augmented Lagrangian methods

C Kanzow, D Steck - Operations Research Letters, 2017 - Elsevier
We consider the well-known augmented Lagrangian method for constrained optimization
and compare its classical variant to a modified counterpart which uses safeguarded …

Linearly constrained minimax optimization

K Madsen, H Schjær-Jacobsen - Mathematical Programming, 1978 - Springer
We present an algorithm for nonlinear minimax optimization subject to linear equality and
inequality constraints which requires first order partial derivatives. The algorithm is based on …

An exact augmented Lagrangian function for nonlinear programming with two-sided constraints

GD Pillo, G Liuzzi, S Lucidi, L Palagi - Computational Optimization and …, 2003 - Springer
This paper is aimed toward the definition of a new exact augmented Lagrangian function for
two-sided inequality constrained problems. The distinguishing feature of this augmented …