New Convergence Properties of the Primal Augmented Lagrangian Method
Joint Authors
Zhu, Xunzhi
Pan, Lili
Zhou, Jinchuan
Zhao, Wenling
Source
Issue
Vol. 2011, Issue 2011 (31 Dec. 2011), pp.1-14, 14 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2011-12-26
Country of Publication
Egypt
No. of Pages
14
Main Subjects
Abstract EN
New convergence properties of the proximal augmented Lagrangian method is established for continuous nonconvex optimization problem with both equality and inequality constrains.
In particular, the multiplier sequences are not required to be bounded.
Different convergence results are discussed dependent on whether the iterative sequence {xk} generated by algorithm is convergent or divergent.
Furthermore, under certain convexity assumption, we show that every accumulation point of {xk} is either a degenerate point or a KKT point of the primal problem.
Numerical experiments are presented finally.
American Psychological Association (APA)
Zhou, Jinchuan& Zhu, Xunzhi& Pan, Lili& Zhao, Wenling. 2011. New Convergence Properties of the Primal Augmented Lagrangian Method. Abstract and Applied Analysis،Vol. 2011, no. 2011, pp.1-14.
https://search.emarefa.net/detail/BIM-506613
Modern Language Association (MLA)
Zhou, Jinchuan…[et al.]. New Convergence Properties of the Primal Augmented Lagrangian Method. Abstract and Applied Analysis No. 2011 (2011), pp.1-14.
https://search.emarefa.net/detail/BIM-506613
American Medical Association (AMA)
Zhou, Jinchuan& Zhu, Xunzhi& Pan, Lili& Zhao, Wenling. New Convergence Properties of the Primal Augmented Lagrangian Method. Abstract and Applied Analysis. 2011. Vol. 2011, no. 2011, pp.1-14.
https://search.emarefa.net/detail/BIM-506613
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-506613