A second-order convergence augmented Lagrangian method using non-quadratic penalty functions
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DOI: 10.1007/s12597-019-00366-3
Abstract: The purpose of the present paper is to study the global convergence of a practical Augmented Lagrangian model algorithm that considers non-quadratic Penalty–Lagrangian functions. We analyze the convergence of the model algorithm to points that… read more here.
Keywords: augmented lagrangian; penalty; convergence; quadratic penalty ... See more keywords