On the global convergence of a general class of augmented Lagrangian methods
In [E. G. Birgin, R. Castillo and J. M. MartĂnez, Computational Optimization and Applications 31, pp. 31-55, 2005], a general class of safeguarded augmented Lagrangian methods is introduced which includes a large number of different methods from the literature. Besides a numerical comparison including 65 different methods, primal-dual global convergence to a KKT point is … Read more