A constraint qualification for the dislocation hyperbolic augmented Lagrangian algorithm
RESULTS IN CONTROL AND OPTIMIZATION(2024)
摘要
In this paper, we study an augmented Lagrangian-type algorithm called the Dislocation Hyperbolic Augmented Lagrangian Algorithm (DHALA), which solves an inequality nonconvex optimization problem. We show that the sequence generated by DHALA converges to a Karush-Kuhn-Tucker (KKT) point under the Mangasarian-Fromovitz constraint qualification. The contribution of our work is to consider a constraint qualification into this algorithm. Finally, we present some computational illustrations to demonstrate the performance our algorithm works.
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关键词
Augmented Lagrangian,Nonlinear programming,Constraint qualification,Nonconvex problem,Convergence
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