| Full text | |
| Author(s): |
Andreani, Roberto
[1]
;
Haeser, Gabriel
[2]
;
Mito, Leonardo M.
[2]
;
Ramos, Alberto
[3]
;
Secchin, Leonardo D.
[4]
Total Authors: 5
|
| Affiliation: | [1] Univ Estadual Campinas, Dept Appl Math, Rua Sergio Buarque Holanda 651, BR-13083859 Campinas, SP - Brazil
[2] Univ Sao Paulo, Dept Appl Math, Rua Matao 1010, Cidade Univ, BR-05508090 Sao Paulo, SP - Brazil
[3] Univ Fed Parana, Dept Math, BR-81531980 Curitiba, Parana - Brazil
[4] Univ Fed Espirito Santo, Dept Appl Math, Rodovia BR 101, Km 60, BR-29932540 Sao Mateus, ES - Brazil
Total Affiliations: 4
|
| Document type: | Journal article |
| Source: | NUMERICAL ALGORITHMS; OCT 2021. |
| Web of Science Citations: | 0 |
| Abstract | |
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. (AU) | |
| FAPESP's process: | 13/07375-0 - CeMEAI - Center for Mathematical Sciences Applied to Industry |
| Grantee: | Francisco Louzada Neto |
| Support Opportunities: | Research Grants - Research, Innovation and Dissemination Centers - RIDC |
| FAPESP's process: | 18/24293-0 - Computational methods in optimization |
| Grantee: | Sandra Augusta Santos |
| Support Opportunities: | Research Projects - Thematic Grants |
| FAPESP's process: | 17/17840-2 - Error estimation in nonlinear optimization |
| Grantee: | Leonardo Makoto Mito |
| Support Opportunities: | Scholarships in Brazil - Doctorate |
| FAPESP's process: | 17/18308-2 - Second-order optimality conditions and algorithms |
| Grantee: | Gabriel Haeser |
| Support Opportunities: | Regular Research Grants |