On convergence of inexact augmented lagrangians for separable and equality convex QCQP problems without constraint qualification
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27240%2F17%3A10238380" target="_blank" >RIV/61989100:27240/17:10238380 - isvavai.cz</a>
Alternative codes found
RIV/61989100:27740/17:10238380
Result on the web
<a href="http://advances.utc.sk/index.php/AEEE/article/view/2219/1231" target="_blank" >http://advances.utc.sk/index.php/AEEE/article/view/2219/1231</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.15598/aeee.v15i2.2219" target="_blank" >10.15598/aeee.v15i2.2219</a>
Alternative languages
Result language
angličtina
Original language name
On convergence of inexact augmented lagrangians for separable and equality convex QCQP problems without constraint qualification
Original language description
The classical convergence theory of the augmented Lagrangian method has been developed under the assumption that the solutions satisfy a constraint qualification. The point of this note is to show that the constraint qualification can be limited to the constraints that are not enforced by the Lagrange multipliers. In particular, it follows that if the feasible set is non-empty and the inequality constraints are convex and separable, then the convergence of the algorithm is guaranteed without any additional assumptions. If the feasible set is empty and the projected gradients of the Lagrangians are forced to go to zero, then the iterates are shown to converge to the nearest well posed problem.
Czech name
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Czech description
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Classification
Type
J<sub>SC</sub> - Article in a specialist periodical, which is included in the SCOPUS database
CEP classification
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OECD FORD branch
10102 - Applied mathematics
Result continuities
Project
—
Continuities
S - Specificky vyzkum na vysokych skolach
Others
Publication year
2017
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Advances in Electrical and Electronic Engineering
ISSN
1336-1376
e-ISSN
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Volume of the periodical
15
Issue of the periodical within the volume
2
Country of publishing house
CZ - CZECH REPUBLIC
Number of pages
8
Pages from-to
215-222
UT code for WoS article
000409044400011
EID of the result in the Scopus database
2-s2.0-85025710921