Convergence Properties of a Second Order Augmented Lagrangian Method for Mathematical Programs with Complementarity Constraints

2018 ◽  
Vol 28 (3) ◽  
pp. 2574-2600 ◽  
Author(s):  
Roberto Andreani ◽  
Leonardo D. Secchin ◽  
Paulo J. S. Silva
Keyword(s):  
Augmented Lagrangian ◽  
Augmented Lagrangian Method ◽  
Lagrangian Method ◽  
Second Order ◽  
Complementarity Constraints ◽  
Convergence Properties ◽  
Mathematical Programs

scholarly journals New Convergence Properties of the Primal Augmented Lagrangian Method

2011 ◽  
Vol 2011 ◽  
pp. 1-14 ◽  
Author(s):  
Jinchuan Zhou ◽  
Xunzhi Zhu ◽  
Lili Pan ◽  
Wenling Zhao
Keyword(s):  
Optimization Problem ◽  
Augmented Lagrangian ◽  
Augmented Lagrangian Method ◽  
Accumulation Point ◽  
Lagrangian Method ◽  
Iterative Sequence ◽  
Convergence Properties ◽  
Primal Problem ◽  
Kkt Point ◽  
Convergence Results

New convergence properties of the proximal augmented Lagrangian method is established for continuous nonconvex optimization problem with both equality and inequality constrains. In particular, the multiplier sequences are not required to be bounded. Different convergence results are discussed dependent on whether the iterative sequence{xk}generated by algorithm is convergent or divergent. Furthermore, under certain convexity assumption, we show that every accumulation point of{xk}is either a degenerate point or a KKT point of the primal problem. Numerical experiments are presented finally.

Sign in / Sign up

Export Citation Format

Share Document