On the Convergence of Augmented Lagrangian Methods for Constrained Global Optimization
On the Convergence of Augmented Lagrangian Methods for Constrained Global Optimization
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DOI：
10.1137/060667086
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发表时间：
2007-10
影响因子：
3.1
通讯作者：
H. Z. Luo;Xinghuai Sun;Duan Li
中科院分区：
文献类型：
--
作者：
H. Z. Luo;Xinghuai Sun;Duan Li
In this paper, we present new convergence properties of the primal-dual method based on four types of augmented Lagrangian functions in the context of constrained global optimization. Convergence to a global optimal solution is first established for a basic primal-dual scheme under standard conditions. We then prove this convergence property for a modified augmented Lagrangian method using a safeguarding strategy without appealing to the boundedness assumption of the multiplier sequence. We further show that, under the same weaker conditions, the convergence to a global optimal solution can still be achieved by either modifying the multiplier updating rule or normalizing the multipliers in augmented Lagrangian methods.
