María Laura Schuverdt – Page 2 – Optimization Online

On Augmented Lagrangian methods with general lower-level constraints

Published: 2005/03/04, Updated: 2006/05/12

Constrained Nonlinear Optimization, Nonlinear Optimization augmented lagrangian method, constraint qualifications, global convergence, nonlinear programming, numerical experiments

Augmented Lagrangian methods with general lower-level constraints are considered in the present research. These methods are useful when efficient algorithms exist for solving subproblems where the constraints are only of the lower-level type. Two methods of this class are introduced and analyzed. Inexact resolution of the lower-level constrained subproblems is considered. Global convergence is proved … Read more

Augmented Lagrangian methods under the Constant Positive Linear Dependence constraint qualification

Published: 2004/09/10, Updated: 2004/09/13

Roberto Andreani

Ernesto G. Birgin

José Mario Martínez

María Laura Schuverdt

Nonlinear Optimization augmented lagrangian method, kkt systems, nonlinear programming, numerical experiments

Two Augmented Lagrangian algorithms for solving KKT systems are introduced. The algorithms differ in the way in which penalty parameters are updated. Possibly infeasible accumulation points are characterized. It is proved that feasible limit points that satisfy the Constant Positive Linear Dependence constraint qualification are KKT solutions. Boundedness of the penalty parameters is proved under … Read more