Penalty and Augmented Lagrangian Methods for Constrained DC Programming

In this paper, we consider a class of structured nonsmooth difference-of-convex (DC) constrained DC programs in which the first convex component of the objective and constraints is the sum of a smooth and a nonsmooth function, and their second convex component is the supremum of finitely many convex smooth functions. The existing methods for this problem usually have a weak convergence guarantee or require a feasible initial point. Inspired by the recent work by Pang et al. [Pang J-S, Razaviyayn M, Alvarado A (2017) Computing B-stationary points of nonsmooth DC programs. Math. Oper. Res. 42(1):95–118.], in this paper, we propose two infeasible methods with a strong convergence guarantee for the considered problem. The first one is a penalty method that consists of finding an approximate D-stationary point of a sequence of penalty subproblems. We show that any feasible accumulation point of the solution sequence generated by such a penalty method is a B-stationary point of the problem under a weakest possible assumption that it satisfies a pointwise Slater constraint qualification (PSCQ). The second one is an augmented Lagrangian (AL) method that consists of finding an approximate D-stationary point of a sequence of AL subproblems. Under the same PSCQ condition as for the penalty method, we show that any feasible accumulation point of the solution sequence generated by such an AL method is a B-stationary point of the problem, and moreover, it satisfies a Karush–Kuhn–Tucker type of optimality condition for the problem, together with any accumulation point of the sequence of a set of auxiliary Lagrangian multipliers. We also propose an efficient successive convex approximation method for computing an approximate D-stationary point of the penalty and AL subproblems. Finally, some numerical experiments are conducted to demonstrate the efficiency of our proposed methods.

A New Augmented Lagrangian Method for MPCCs—Theoretical and Numerical Comparison with Existing Augmented Lagrangian Methods

We propose a new augmented Lagrangian (AL) method for solving the mathematical program with complementarity constraints (MPCC), where the complementarity constraints are left out of the AL function and treated directly. Two observations motivate us to propose this method: The AL subproblems are closer to the original problem in terms of the constraint structure; and the AL subproblems can be solved efficiently by a nonmonotone projected gradient method, in which we have closed-form solutions at each iteration. The former property helps us show that the proposed method converges globally to an M-stationary (better than C-stationary) point under MPCC relaxed constant positive linear dependence condition. Theoretical comparison with existing AL methods demonstrates that the proposed method is superior in terms of the quality of accumulation points and the strength of assumptions. Numerical comparison, based on problems in MacMPEC, validates the theoretical results.

On a Robust and Efficient Numerical Scheme for the Simulation of Stationary 3-Component Systems with Non-Negative Species-Concentration with an Application to the Cu Deposition from a Cu-(β-alanine)-Electrolyte

Three-component systems of diffusion–reaction equations play a central role in the modelling and simulation of chemical processes in engineering, electro-chemistry, physical chemistry, biology, population dynamics, etc. A major question in the simulation of three-component systems is how to guarantee non-negative species distributions in the model and how to calculate them effectively. Current numerical methods to enforce non-negative species distributions tend to be cost-intensive in terms of computation time and they are not robust for big rate constants of the considered reaction. In this article, a method, as a combination of homotopy methods, modern augmented Lagrangian methods, and adaptive FEMs is outlined to obtain a robust and efficient method to simulate diffusion–reaction models with non-negative concentrations. Although in this paper the convergence analysis is not described rigorously, multiple numerical examples as well as an application to elctro-deposition from an aqueous Cu2+-(β-alanine) electrolyte are presented.

Boundary Element and Augmented Lagrangian Methods for Contact Problem with Coulomb Friction

In this paper, boundary element and augmented Lagrangian methods for Coulomb friction contact problems are presented. Based on the projection technique, both unilateral contact and Coulomb friction conditions are reformulated as fixed point problems. The original problem is deduced to a variational formulation with boundary integral operators. Then, we propose a new augmented Lagrangian method which can be dealt with the semismooth Newton method. Short theoretical results and the algorithm description are given. Numerical simulations show the performance of the method proposed.