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 …

[PDF][PDF] A relaxed quasinormality condition and the boundedness of dual augmented Lagrangian sequences

R Andreani, G Haeser, ML Schuverdt, LD Secchin - Optimization Online, 2024 - ime.usp.br
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 …

On scaled stopping criteria for a safeguarded augmented Lagrangian method with theoretical guarantees

R Andreani, G Haeser, ML Schuverdt… - Mathematical …, 2022 - Springer
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 Lagrangians with constrained subproblems and convergence to second-order stationary points

EG Birgin, G Haeser, A Ramos - Computational Optimization and …, 2018 - Springer
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 …

Complexity and performance of an augmented Lagrangian algorithm

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 …

Local convergence of exact and inexact augmented Lagrangian methods under the second-order sufficient optimality condition

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 …

[PDF][PDF] Global convergence of two augmented Lagrangian algorithms for optimization with a combination of general equality and linear constraints

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 …

Constraint qualifications and strong global convergence properties of an augmented Lagrangian method on Riemannian manifolds

R Andreani, KR Couto, OP Ferreira, G Haeser - SIAM Journal on Optimization, 2024 - SIAM
In the past several years, augmented Lagrangian methods have been successfully applied
to several classes of nonconvex optimization problems, inspiring new developments in both …

Safeguarded augmented Lagrangian algorithms with scaled stopping criterion for the subproblems

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 …

On the convergence of augmented Lagrangian strategies for nonlinear programming

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 …