On the local quadratic convergence of the primal-dual augmented Lagrangian method
نویسنده
چکیده
We consider a Primal-Dual Augmented Lagrangian (PDAL) method for optimization problems with equality constraints. Each step of the PDAL requires solving the Primal-Dual linear system of equations. We show that under the standard second-order optimality condition the PDAL method generates a sequence, which locally converges to the primal-dual solution with quadratic rate.
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ورودعنوان ژورنال:
- Optimization Methods and Software
دوره 24 شماره
صفحات -
تاریخ انتشار 2009