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Global Convergence of Augmented Lagrangian Methods Applied to Optimization Problems with Degenerate Constraints, Including Problems with Complementarity Constraints

โœ Scribed by Izmailov, A. F.; Solodov, M. V.; Uskov, E. I.

Book ID
118204183
Publisher
Society for Industrial and Applied Mathematics
Year
2012
Tongue
English
Weight
343 KB
Volume
22
Category
Article
ISSN
1052-6234

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๐Ÿ“œ SIMILAR VOLUMES

Convergence analysis of an augmented Lag
Convergence analysis of an augmented Lagrangian method for mathematical programs with complementarity constraints
โœ X.Q. Yang; X.X. Huang ๐Ÿ“‚ Article ๐Ÿ“… 2005 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 133 KB

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