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

We consider global convergence properties of the augmented Lagrangian methods on problems with degenerate constraints, with a special emphasis on mathematical programs with complementarity constraints (MPCC). In the general case, we show convergence to stationary points of the problem under an error...

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Vydané v:	SIAM journal on optimization Ročník 22; číslo 4; s. 1579 - 1606
Hlavní autori:	Izmailov, A. F., Solodov, M. V., Uskov, E. I.
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Philadelphia Society for Industrial and Applied Mathematics 01.01.2012
Predmet:	Applied mathematics Approximation Collection Constraints Convergence Mathematical models Mathematical programming Methods Nonlinear equations Optimization Quadratic programming Robustness Solvers
ISSN:	1052-6234, 1095-7189
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