A parallelizable augmented Lagrangian method applied to large-scale non-convex-constrained optimization problems

We contribute improvements to a Lagrangian dual solution approach applied to large-scale optimization problems whose objective functions are convex, continuously differentiable and possibly nonlinear, while the non-relaxed constraint set is compact but not necessarily convex. Such problems arise, fo...

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Bibliographic Details
Published in:Mathematical programming Vol. 175; no. 1-2; pp. 503 - 536
Main Authors: Boland, Natashia, Christiansen, Jeffrey, Dandurand, Brian, Eberhard, Andrew, Oliveira, Fabricio
Format: Journal Article
Language:English
Published: Berlin/Heidelberg Springer Berlin Heidelberg 01.05.2019
Springer Nature B.V
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ISSN:0025-5610, 1436-4646
Online Access:Get full text
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