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A primal dual modified subgradient algorithm with sharp Lagrangian

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  • Regina Burachik
  • Alfredo Iusem
  • Jefferson Melo

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  • Regina Burachik & Alfredo Iusem & Jefferson Melo, 2010. "A primal dual modified subgradient algorithm with sharp Lagrangian," Journal of Global Optimization, Springer, vol. 46(3), pages 347-361, March.
    • Handle: RePEc:spr:jglopt:v:46:y:2010:i:3:p:347-361
    DOI: 10.1007/s10898-009-9429-8
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    References listed on IDEAS

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    1. X. X. Huang & X. Q. Yang, 2003. "A Unified Augmented Lagrangian Approach to Duality and Exact Penalization," Mathematics of Operations Research, INFORMS, vol. 28(3), pages 533-552, August.
    2. A. M. Rubinov & X. X. Huang & X. Q. Yang, 2002. "The Zero Duality Gap Property and Lower Semicontinuity of the Perturbation Function," Mathematics of Operations Research, INFORMS, vol. 27(4), pages 775-791, November.
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    Cited by:

    1. G. C. Bento & J. X. Cruz Neto, 2013. "A Subgradient Method for Multiobjective Optimization on Riemannian Manifolds," Journal of Optimization Theory and Applications, Springer, vol. 159(1), pages 125-137, October.
    2. Regina S. Burachik & Alfredo N. Iusem & Jefferson G. Melo, 2013. "An Inexact Modified Subgradient Algorithm for Primal-Dual Problems via Augmented Lagrangians," Journal of Optimization Theory and Applications, Springer, vol. 157(1), pages 108-131, April.
    3. Glaydston C. Bento & Jefferson G. Melo, 2012. "Subgradient Method for Convex Feasibility on Riemannian Manifolds," Journal of Optimization Theory and Applications, Springer, vol. 152(3), pages 773-785, March.
    4. Regina Burachik & Wilhelm Freire & C. Kaya, 2014. "Interior Epigraph Directions method for nonsmooth and nonconvex optimization via generalized augmented Lagrangian duality," Journal of Global Optimization, Springer, vol. 60(3), pages 501-529, November.
    5. L. F. Bueno & G. Haeser & J. M. Martínez, 2015. "A Flexible Inexact-Restoration Method for Constrained Optimization," Journal of Optimization Theory and Applications, Springer, vol. 165(1), pages 188-208, April.
    6. M. Gonçalves & J. Melo & L. Prudente, 2015. "Augmented Lagrangian methods for nonlinear programming with possible infeasibility," Journal of Global Optimization, Springer, vol. 63(2), pages 297-318, October.

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