A Nonquadratic Augmented Lagrangian Algorithm for Nonconvex Programming
Authors:
Autores
| Person role | Person | |
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7467 |
2873,44,47,1834
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7468 |
2873,44,47,1834
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7469 |
2873,44,47,1834
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7470 |
2873,44,47,1834
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Informations:
Pesc publication
Title
A Nonquadratic Augmented Lagrangian Algorithm for Nonconvex Programming
Research area
Mathematical Optimization
Publication type
Technical Report
Identification Number
ES-3174/24
Date
9/2024
Resumo
Nesta nota, estendemos o algoritmo Lagrangiano aumentado hiperbólico (HALA) para resolver os problemas de programação não-convexa, ou seja, garantimos que a sequência gerada pelo HALA converge sob condições moderadas para um ponto Karush-Kuhn-Tucker (KKT).
Palavras-chave: Programação não linear, Otimalidade de primeira ordem, Convergência.
Abstract
In this note, we extend the hyperbolic augmented Lagrangian algorithm (HALA) for solving nonconvex programming problems. That is, we guarantee that the sequence generated by HALA converges under mild assumptions to a Karush—Kuhn-Tucker (KKT) point.
Keywords: Nonlinear programming, First-order optimality, Convergence.
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