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 …

Convergence properties of an augmented Lagrangian algorithm for optimization with a combination of general equality and linear constraints

AR Conn, N Gould, A Sartenaer, PL Toint - SIAM Journal on Optimization, 1996 - SIAM
We consider the global and local convergence properties of a class of augmented
Lagrangian methods for solving nonlinear programming problems. In these methods, linear …

[图书][B] Practical augmented Lagrangian methods for constrained optimization

EG Birgin, JM Martínez - 2014 - SIAM
This book is about the Augmented Lagrangian method, a popular technique for solving
constrained optimization problems. It is mainly dedicated to engineers, chemists, physicists …

Penalty and augmented Lagrangian methods

J Nocedal, SJ Wright - Numerical Optimization, 2006 - Springer
Some important methods for constrained optimization replace the original problem by a
sequence of subproblems in which the constraints are represented by terms added to the …

Global convergence of augmented Lagrangian methods applied to optimization problems with degenerate constraints, including problems with complementarity …

AF Izmailov, MV Solodov, EI Uskov - SIAM Journal on Optimization, 2012 - SIAM
We consider global convergence properties of the augmented Lagrangian methods on
problems with degenerate constraints, with a special emphasis on mathematical programs …

Augmented Lagrangian method with nonmonotone penalty parameters for constrained optimization

EG Birgin, JM Martínez - Computational Optimization and Applications, 2012 - Springer
At each outer iteration of standard Augmented Lagrangian methods one tries to solve a box-
constrained optimization problem with some prescribed tolerance. In the continuous world …

A globally convergent augmented Lagrangian algorithm for optimization with general constraints and simple bounds

AR Conn, NIM Gould, P Toint - SIAM Journal on Numerical Analysis, 1991 - SIAM
The global and local convergence properties of a class of augmented Lagrangian methods
for solving nonlinear programming problems are considered. In such methods, simple …

Log-sigmoid multipliers method in constrained optimization

RA Polyak - Annals of operations Research, 2001 - Springer
In this paper we introduced and analyzed the Log-Sigmoid (LS) multipliers method for
constrained optimization. The LS method is to the recently developed smoothing technique …

On the best achievable quality of limit points of augmented Lagrangian schemes

R Andreani, G Haeser, LM Mito, A Ramos… - Numerical …, 2022 - Springer
The optimization literature is vast in papers dealing with improvements on the global
convergence of augmented Lagrangian schemes. Usually, the results are based on weak …

Convergence of augmented Lagrangian methods in extensions beyond nonlinear programming

RT Rockafellar - Mathematical Programming, 2023 - Springer
The augmented Lagrangian method (ALM) is extended to a broader-than-ever setting of
generalized nonlinear programming in convex and nonconvex optimization that is capable …