Name
Title | ||
|---|---|---|
On the convergence properties of modified augmented Lagrangian methods for mathematical programming with complementarity constraints |
Abstract | ||
|---|---|---|
In this paper, we present new convergence results of augmented Lagrangian methods for mathematical programs with complementarity constraints (MPCC). Modified augmented Lagrangian methods based on four different algorithmic strategies are considered for the constrained nonconvex optimization reformulation of MPCC. We show that the convergence to a global optimal solution of the problem can be ensured without requiring the boundedness condition of the multipliers. |
Year | DOI | Venue |
|---|---|---|
2010 | 10.1007/s10898-009-9419-x | J. Global Optimization |
Keywords | Field | DocType |
Mathematical program with complementarity constraints,Modified augmented Lagrangian methods,Nonconvex constrained optimization,Convergence to global solution | Complementarity (molecular biology),Convergence (routing),Mathematical optimization,Mathematical analysis,Augmented Lagrangian method,Lagrangian relaxation,Mathematics,Constrained optimization | Journal |
Volume | Issue | ISSN |
46 | 2 | 0925-5001 |
Citations | PageRank | References |
6 | 0.45 | 21 |
Authors | ||
4 | ||