On convergence of inexact augmented lagrangians for separable and equality convex QCQP problems without constraint qualification

Kód výsledku v 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>

Nalezeny alternativní kódy

RIV/61989100:27740/17:10238380

Výsledek na webu

<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>

Jazyk výsledku

angličtina

Název v původním jazyce

On convergence of inexact augmented lagrangians for separable and equality convex QCQP problems without constraint qualification

Popis výsledku v původním jazyce

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.

Název v anglickém jazyce

On convergence of inexact augmented lagrangians for separable and equality convex QCQP problems without constraint qualification

Popis výsledku anglicky

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.

Druh

J_SC - Článek v periodiku v databázi SCOPUS

CEP obor

—

OECD FORD obor

10102 - Applied mathematics

Projekt

—

Návaznosti

S - Specificky vyzkum na vysokych skolach

Rok uplatnění

2017

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název periodika

Advances in Electrical and Electronic Engineering

ISSN

1336-1376

e-ISSN

—

Svazek periodika

15

Číslo periodika v rámci svazku

2

Stát vydavatele periodika

CZ - Česká republika

Počet stran výsledku

8

Strana od-do

215-222

Kód UT WoS článku

000409044400011

EID výsledku v databázi Scopus

2-s2.0-85025710921