Global convergence of dislocation hyperbolic augmented Lagrangian algorithm for nonconvex optimization

被引：0

作者：

Ramirez, Lennin Mallma ^{[1
,2
]}

Maculan, Nelson ^{[1
,3
]}

Xavier, Adilson Elias ^{[1
,2
]}

Xavier, Vinicius Layter ^{[4
,5
]}

机构：

[1] Univ Fed Rio de Janeiro, Rio De Janeiro, Brazil

[2] Syst Engn & Comp Sci Program COPPE, Rio De Janeiro, Brazil

[3] Syst Engn & Comp Sci Program Appl Math COPPE IM, Rio De Janeiro, Brazil

[4] Univ Estado Rio De Janeiro, Rio De Janeiro, Brazil

[5] Inst Social Med, Dept Epidemiol, Rio De Janeiro, Brazil

来源：

OPTIMIZATION | 2024年

关键词：

Dislocation hyperbolic augmented Lagrangian; nonlinear programming; global optimization; nonconvex problem; convergence; 65k05; SADDLE-POINTS;

D O I：

10.1080/02331934.2024.2392019

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

In this work, we present a new augmented Lagrangian type algorithm based on the dislocation hyperbolic augmented Lagrangian function (DHALF). This algorithm is called dislocation hyperbolic augmented Lagrangian algorithm (DHALA). We ensure that DHALA converges to a global solution for the inequality constrained nonconvex optimization problem. We present DHALA considering the safeguards technique and ensure the convergence of this algorithm. Finally, we present a computational experiment to show the performance of our proposed algorithm.

引用

页数：22

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