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The rate of convergence of the augmented Lagrangian method for nonlinear semidefinite programming

โœ Scribed by Defeng Sun; Jie Sun; Liwei Zhang

Publisher
Springer-Verlag
Year
2007
Tongue
English
Weight
447 KB
Volume
114
Category
Article
ISSN
0025-5610

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๐Ÿ“œ SIMILAR VOLUMES

On the approximate augmented Lagrangian
On the approximate augmented Lagrangian for nonlinear symmetric cone programming
โœ Yong-Jin Liu; Li-Wei Zhang ๐Ÿ“‚ Article ๐Ÿ“… 2008 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 298 KB

This paper studies the approximate augmented Lagrangian for nonlinear symmetric cone programming. The analysis is based on some results under the framework of Euclidean Jordan algebras. We formulate the approximate Lagrangian dual problem and study conditions for approximate strong duality results a