On a modified subgradient algorithm for dual problems via sharp augmented Lagrangian

Title: On a modified subgradient algorithm for dual problems via sharp augmented Lagrangian
Creator: Burachik, Regina; Gasimov, Rafail; Ismayilova, Nergiz; Kaya, Yalcin
Date: 2006
Type: Text; Journal article
Identifier: http://researchonline.federation.edu.au/vital/access/HandleResolver/1959.17/33135
Identifier: vital:150
Identifier: https://doi.org/10.1007/s10898-005-3270-5
Identifier: ISSN:0925-5001
Abstract: We study convergence properties of a modified subgradient algorithm, applied to the dual problem defined by the sharp augmented Lagrangian. The primal problem we consider is nonconvex and nondifferentiable, with equality constraints. We obtain primal and dual convergence results, as well as a condition for existence of a dual solution. Using a practical selection of the step-size parameters, we demonstrate the algorithm and its advantages on test problems, including an integer programming and an optimal control problem; C1
Publisher: Springer
Relation: Journal of Global Optimization Vol. 34, no. 1 (2006), p. 55-78
Rights: Copyright Springer
Rights: This metadata is freely available under a CCO license
Subject: 0103 Numerical and Computational Mathematics; Optimisation; Augmented Lagrangian; Nonconvex programming; Nonsmooth optimisation; Sharp lagrangian; Subgradient optimisation
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