New Convergence Properties of the Primal Augmented Lagrangian Method

New Convergence Properties of the Primal Augmented Lagrangian Method
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原始增强拉格朗日方法的新收敛性质

DOI:
10.1155/2011/902131
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发表时间:
2011-12
影响因子:
--
通讯作者:
赵文玲
赵文玲
中科院分区:
--
文献类型:
--
作者:
周金川;朱训芝;潘丽丽;赵文玲

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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 generated by algorithm is convergent or divergent. Furthermore, under certain convexity assumption, we show that every accumulation point of is either a degenerate point or a KKT point of the primal problem. Numerical experiments are presented finally.
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