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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Bibliographic Details

Published in:	SIAM journal on optimization Vol. 22; no. 4; pp. 1579 - 1606
Main Authors:	Izmailov, A. F., Solodov, M. V., Uskov, E. I.
Format:	Journal Article
Language:	English
Published:	Philadelphia Society for Industrial and Applied Mathematics 01.01.2012
Subjects:	Applied mathematics Approximation Collection Constraints Convergence Mathematical models Mathematical programming Methods Nonlinear equations Optimization Quadratic programming Robustness Solvers
ISSN:	1052-6234, 1095-7189
Online Access:	Get full text
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