On the best achievable quality of limit points of augmented Lagrangian schemes

The optimization literature is vast in papers dealing with improvements on the global convergence of augmented Lagrangian schemes. Usually, the results are based on weak constraint qualifications, or, more recently, on sequential optimality conditions obtained via penalization techniques. In this paper we propose a somewhat different approach, in the sense that the algorithm itself is used in order to formulate a new optimality condition satisfied by its feasible limit points. With this tool at hand, we present several new properties and insights on limit points of augmented Lagrangian schemes, in particular, characterizing the strongest possible global convergence result for the safeguarded augmented Lagrangian method.

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