Local Convergence of Exact and Inexact Augmented Lagrangian Methods under the Second-Order Sufficient Optimality Condition
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چکیده
منابع مشابه
Local Convergence of Exact and Inexact Augmented Lagrangian Methods under the Second-Order Sufficient Optimality Condition
We establish local convergence and rate of convergence of the classical augmented Lagrangian algorithm under the sole assumption that the dual starting point is close to a multiplier satisfying the second-order sufficient optimality condition. In particular, no constraint qualifications of any kind are needed. Previous literature on the subject required, in addition, the linear independence con...
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ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 2012
ISSN: 1052-6234,1095-7189
DOI: 10.1137/10081085x