Dislocation hyperbolic augmented Lagrangian algorithm for nonconvex optimization

被引：4

作者：

Ramirez, Lennin Mallma ^{[1
]}

Maculan, Nelson ^{[2
]}

Xavier, Adilson Elias ^{[1
]}

Xavier, Vinicius Layter ^{[3
]}

机构：

[1] Univ Fed Rio de Janeiro, Syst Engn & Comp Sci Program COPPE, Rio De Janeiro, Brazil

[2] Univ Fed Rio de Janeiro, Syst Engn & Comp Sci Program Appl Math COPPE & IM, Rio De Janeiro, Brazil

[3] Univ Estado Rio De Janeiro, Inst Math & Stat, Grad Program Computat Sci, Rio De Janeiro, Brazil

来源：

RAIRO-OPERATIONS RESEARCH | 2023年 / 57卷 / 05期

关键词：

Dislocation hyperbolic augmented Lagrangian; nonlinear programming; nonconvex problem; convergence; complementarity condition; CONVERGENCE;

D O I：

10.1051/ro/2023153

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：

The dislocation hyperbolic augmented Lagrangian algorithm (DHALA) solves the nonconvex programming problem considering an update rule for its penalty parameter and considering a condition to ensure the complementarity condition. in this work, we ensure that the sequence generated by DHALA converges to a Karush-Kuhn-Tucker (KKT) point, and we present computational experiments to demonstrate the performance of our proposed algorithm.

引用

页码：2941 / 2950

页数：10

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