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|Title:||Properties of the augmented Lagrangian in nonlinear semidefinite optimization|
|Authors:||Sun, J. |
|Source:||Sun, J., Zhang, L.W., Wu, Y. (2006). Properties of the augmented Lagrangian in nonlinear semidefinite optimization. Journal of Optimization Theory and Applications 129 (3) : 437-456. ScholarBank@NUS Repository. https://doi.org/10.1007/s10957-006-9078-8|
|Abstract:||We study the properties of the augmented Lagrangian function for nonlinear semidefinite programming. It is shown that, under a set of sufficient conditions, the augmented Lagrangian algorithm is locally convergent when the penalty parameter is larger than a certain threshold. An error estimate of the solution, depending on the penalty parameter, is also established. © 2006 Springer Science+Business Media, Inc.|
|Source Title:||Journal of Optimization Theory and Applications|
|Appears in Collections:||Staff Publications|
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