Dislocation hyperbolic augmented Lagrangian algorithm for nonconvex optimization-Reference-Cited by-同舟云学术

Dislocation hyperbolic augmented Lagrangian algorithm for nonconvex optimization

Published:2023-09 Issue:5 Volume:57 Page:2941-2950
ISSN:0399-0559
Container-title:RAIRO - Operations Research
language:
Short-container-title:RAIRO-Oper. Res.

Author:

Ramirez Lennin Mallma^ORCID,Maculan Nelson^ORCID,Xavier Adilson Elias^ORCID,Xavier Vinicius Layter^ORCID

Abstract

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.

Funder

FAPERJ

Publisher

EDP Sciences

Subject

Management Science and Operations Research,Computer Science Applications,Theoretical Computer Science

Link

https://www.rairo-ro.org/10.1051/ro/2023153/pdf

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