6 search results - page 1 / 2 » The rate of convergence of the augmented Lagrangian method f... |
MP
2008
13 years 4 months ago
2008
We analyze the rate of local convergence of the augmented Lagrangian method for nonlinear semidefinite optimization. The presence of the positive semidefinite cone constraint requ...
SIAMJO
2010
12 years 11 months ago
2010
Abstract. We consider a Newton-CG augmented Lagrangian method for solving semidefinite programming (SDP) problems from the perspective of approximate semismooth Newton methods. In ...
MP
2002
13 years 4 months ago
2002
We introduce an alternative to the smoothing technique approach for constrained optimization. As it turns out for any given smoothing function there exists a modification with part...
JOTA
2011
12 years 7 months ago
2011
Given an algorithm A for solving some mathematical problem based on the iterative solution of simpler subproblems, an Outer Trust-Region (OTR) modification of A is the result of ...
SIAMJO
2002
13 years 4 months ago
2002
Abstract. Sequential quadratic programming (SQP) methods have proved highly effective for solving constrained optimization problems with smooth nonlinear functions in the objective...