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Affine Invariant Convergence Analysis for Inexact Augmented Lagrangian-SQP Methods

โœ Scribed by Volkwein, S.; Weiser, M.


Book ID
118207255
Publisher
Society for Industrial and Applied Mathematics
Year
2002
Tongue
English
Weight
451 KB
Volume
41
Category
Article
ISSN
0363-0129

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In this paper, a mathematical program with complementarity constraints (MPCC) is reformulated as a nonsmooth constrained optimization problem by using the Fischer-Burmeister function. An augmented (proximal) Lagrangian method is applied to tackle the resulting constrained optimization problem. The a