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On scaled stopping criteria for a safeguarded augmented Lagrangian method with theoretical guarantees

Roberto Andreani, Gabriel Haeser, María Laura Schuverdt, Leonardo D. Secchin, Paulo J. S. Silva

2021Mathematical Programming Computation14 citationsDOI

Topics & Concepts

Theory of computationLagrangianAugmented Lagrangian methodApplied mathematicsMathematicsMathematical optimizationComputer scienceAlgorithmNumerical methods in inverse problemsStochastic processes and financial applicationsOptimization and Variational Analysis
On scaled stopping criteria for a safeguarded augmented Lagrangian method with theoretical guarantees | Litcius