Global convergence of augmented Lagrangian methods to a first-order stationary point is well-known to hold under considerably weak constraint qualifications. In particular, several …
This paper discusses the use of a stopping criterion based on the scaling of the Karush– Kuhn–Tucker (KKT) conditions by the norm of the approximate Lagrange multiplier in the …
Augmented Lagrangian methods with convergence to second-order stationary points in which any constraint can be penalized or carried out to the subproblems are considered in …
EG Birgin, JM Martínez - Optimization Methods and Software, 2020 - Taylor & Francis
Algencan is a well established safeguarded Augmented Lagrangian algorithm introduced in [R. Andreani, EG Birgin, JM Martínez, and ML Schuverdt, On Augmented Lagrangian …
D Fernández, MV Solodov - SIAM Journal on Optimization, 2012 - SIAM
We establish local convergence and rate of convergence of the classical augmented Lagrangian algorithm under the sole assumption that the dual starting point is close to a …
AR Conn, NIM Gould, A Sartenaer, PL Toint - 1993 - researchgate.net
We consider the global convergence properties of a class of augmented Lagrangian methods for solving nonlinear programming problems. In the proposed method, linear …
In the past several years, augmented Lagrangian methods have been successfully applied to several classes of nonconvex optimization problems, inspiring new developments in both …
EG Birgin, G Haeser, JM Martínez - Computational Optimization and …, 2024 - Springer
At each iteration of the safeguarded augmented Lagrangian algorithm Algencan, a bound- constrained subproblem consisting of the minimization of the Powell–Hestenes–Rockafellar …
R Andreani, A Ramos, AA Ribeiro… - IMA Journal of …, 2022 - academic.oup.com
Augmented Lagrangian (AL) algorithms are very popular and successful methods for solving constrained optimization problems. Recently, global convergence analysis of these methods …