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https://doi.org/10.1007/s10957-006-9078-8
| Title: | Properties of the augmented Lagrangian in nonlinear semidefinite optimization | Authors: | Sun, J. Zhang, L.W. Wu, Y. |
Keywords: | Augmented Lagrangians Convergence Semidefinite programming |
Issue Date: | 2006 | Citation: | 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 | URI: | http://scholarbank.nus.edu.sg/handle/10635/43962 | ISSN: | 00223239 | DOI: | 10.1007/s10957-006-9078-8 |
| Appears in Collections: | Staff Publications |
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