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On the convergence properties of modified augmented Lagrangian methods for mathematical programming with complementarity constraints

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  • H. Luo
  • X. Sun
  • Y. Xu
  • H. Wu

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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, Springer, vol. 46(2), pages 217-232, February.
    • Handle: RePEc:spr:jglopt:v:46:y:2010:i:2:p:217-232
    DOI: 10.1007/s10898-009-9419-x
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    References listed on IDEAS

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    1. Holger Scheel & Stefan Scholtes, 2000. "Mathematical Programs with Complementarity Constraints: Stationarity, Optimality, and Sensitivity," Mathematics of Operations Research, INFORMS, vol. 25(1), pages 1-22, February.
    2. X. M. Hu & D. Ralph, 2004. "Convergence of a Penalty Method for Mathematical Programming with Complementarity Constraints," Journal of Optimization Theory and Applications, Springer, vol. 123(2), pages 365-390, November.
    3. Roman Polyak, 2001. "Log-Sigmoid Multipliers Method in Constrained Optimization," Annals of Operations Research, Springer, vol. 101(1), pages 427-460, January.
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    Citations

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    Cited by:

    1. Li, Jianling & Huang, Renshuai & Jian, Jinbao, 2015. "A superlinearly convergent QP-free algorithm for mathematical programs with equilibrium constraints," Applied Mathematics and Computation, Elsevier, vol. 269(C), pages 885-903.
    2. Lei Guo & Gaoxi Li, 2024. "Approximation Methods for a Class of Non-Lipschitz Mathematical Programs with Equilibrium Constraints," Journal of Optimization Theory and Applications, Springer, vol. 202(3), pages 1421-1445, September.
    3. H. Luo & H. Wu & G. Chen, 2012. "On the convergence of augmented Lagrangian methods for nonlinear semidefinite programming," Journal of Global Optimization, Springer, vol. 54(3), pages 599-618, November.
    4. Nélida Echebest & María Daniela Sánchez & María Laura Schuverdt, 2016. "Convergence Results of an Augmented Lagrangian Method Using the Exponential Penalty Function," Journal of Optimization Theory and Applications, Springer, vol. 168(1), pages 92-108, January.
    5. H. Wu & H. Luo, 2012. "Saddle points of general augmented Lagrangians for constrained nonconvex optimization," Journal of Global Optimization, Springer, vol. 53(4), pages 683-697, August.
    6. Huixian Wu & Hezhi Luo & Xiaodong Ding & Guanting Chen, 2013. "Global convergence of modified augmented Lagrangian methods for nonlinear semidefinite programming," Computational Optimization and Applications, Springer, vol. 56(3), pages 531-558, December.
    7. H. Wu & H. Luo & J. Yang, 2014. "Nonlinear separation approach for the augmented Lagrangian in nonlinear semidefinite programming," Journal of Global Optimization, Springer, vol. 59(4), pages 695-727, August.

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