Name
Abstract | ||
|---|---|---|
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 (PD) 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 PD solution with quadratic rate. |
Year | DOI | Venue |
|---|---|---|
2009 | 10.1080/10556780802699433 | Optimization Methods and Software |
Keywords | Field | DocType |
standard second-order optimality condition,quadratic rate,pdal method,pd solution,local quadratic convergence,linear system,optimization problem,lagrangian method,equality constraint,augmented lagrangian method,rate of convergence,augmented lagrangian,quadratic convergence,local convergence,linear system of equations | Mathematical optimization,System of linear equations,Quadratic equation,Augmented Lagrangian method,Rate of convergence,Merit function,Quadratic programming,Optimization problem,Mathematics | Journal |
Volume | Issue | ISSN |
24 | 3 | 1055-6788 |
Citations | PageRank | References |
1 | 0.36 | 4 |
Authors | ||
1 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Roman A. Polyak | 1 | 211 | 52.70 |