On the convergence properties of modified augmented Lagrangian methods for mathematical programming with complementarity constraints

In this paper, we present new convergence results of augmented Lagrangian methods for mathematical programs with complementarity constraints (MPCC). Modified augmented Lagrangian methods based on four different algorithmic strategies are considered for the constrained nonconvex optimization reformul...

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Vydané v:Journal of global optimization Ročník 46; číslo 2; s. 217 - 232
Hlavní autori: Luo, H. Z., Sun, X. L., Xu, Y. F., Wu, H. X.
Médium: Journal Article
Jazyk:English
Vydavateľské údaje: Boston Springer US 01.02.2010
Springer Nature B.V
Predmet:
Algorithms
Applied mathematics
Computer Science
Mathematical programming
Mathematics
Mathematics and Statistics
Methods
Nonlinear equations
Operations Research/Decision Theory
Optimization
Quadratic programming
Real Functions
Studies
Nonconvex constrained optimization
Mathematical program with complementarity constraints
Modified augmented Lagrangian methods
Convergence to global solution
ISSN:0925-5001, 1573-2916
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Shrnutí:In this paper, we present new convergence results of augmented Lagrangian methods for mathematical programs with complementarity constraints (MPCC). Modified augmented Lagrangian methods based on four different algorithmic strategies are considered for the constrained nonconvex optimization reformulation of MPCC. We show that the convergence to a global optimal solution of the problem can be ensured without requiring the boundedness condition of the multipliers.
Bibliografia:SourceType-Scholarly Journals-1
ObjectType-Feature-1
content type line 14
ISSN:0925-5001
1573-2916
DOI:10.1007/s10898-009-9419-x