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| X.X. Huang and X.Q. Yang | ||||||||
| Key words: | ||||||||
| equality constrained optimization, augmented Lagrangian, constraint | ||||||||
| qualification, optimality condition | ||||||||
| Mathematices Subject Classification: 90C30, 65K05 | ||||||||
|
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| X.X. Huang and X.Q. Yang | ||||||||
| Key words: | ||||||||
| equality constrained optimization, augmented Lagrangian, constraint | ||||||||
| qualification, optimality condition | ||||||||
| Mathematices Subject Classification: 90C30, 65K05 | ||||||||
|
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| Abstract: | |||||
| In this paper, we consider generalized augmented Lagrangian methods, | |||||
| including a classical augmented Lagrangian method and some ``lower order'' augmented Lagrangian methods as special cases, for a mathematical program with only equality constraints. Since generalized augmented Lagrangians are in general not differentiable or even not locally Lipschitz, we carry out convergence analysis of first-order and second-order stationary points of generalized augmented Lagrangian methods by applying the Borwein-Preiss approximate smooth variational principle. | |||||
| Generalized augmented Lagrangian methods for equality constrained optimization problems | |
| Special Issue in Honor of the 70th Birthday of R.Tyrrell Rockafellar | |||
| Volume 1, Number 1, January 2005, pp. 81-99 | |||