On the convergence of augmented Lagrangian methods for nonlinear semidefinite programming
In this paper, we present new convergence properties of the augmented Lagrangian method for nonlinear semidefinite programs (NSDP). Convergence to the approximately global solutions and optimal values of NSDP is first established for a basic augmented Lagrangian scheme under mild conditions, without requiring the boundedness condition of the multipliers. We then propose four modified augmented Lagrangian methods for NSDP based on different algorithmic strategies. We show that the same convergence of the proposed methods can be ensured under weaker conditions. Copyright Springer Science+Business Media, LLC. 2012
Volume (Year): 54 (2012)
Issue (Month): 3 (November)
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- H. Luo & X. Sun & Y. Xu & H. Wu, 2010. "On the convergence properties of modified augmented Lagrangian methods for mathematical programming with complementarity constraints," Journal of Global Optimization- An International Journal Dealing with Theoretical and Computational Aspects of Seeking Global Optima and Their Applications in Science, Management and Engineering, Springer, vol. 46(2), pages 217-232, February.
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