Global convergence of dislocation hyperbolic augmented Lagrangian algorithm for nonconvex optimization

IF 1.6 3区 数学 Q2 MATHEMATICS, APPLIED Optimization Pub Date : 2024-08-14 DOI:10.1080/02331934.2024.2392019
Lennin Mallma Ramirez, Nelson Maculan, Adilson Elias Xavier, Vinicius Layter Xavier
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Abstract

In this work, we present a new augmented Lagrangian type algorithm based on the dislocation hyperbolic augmented Lagrangian function (DHALF). This algorithm is called dislocation hyperbolic augment...
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非凸优化的错位双曲增强拉格朗日算法的全局收敛性
在这项研究中,我们提出了一种基于错位双曲增强拉格朗日函数(DHALF)的新型增强拉格朗日算法。这种算法被称为错位双曲增强拉格朗日算法。
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来源期刊
Optimization
Optimization 数学-应用数学
CiteScore
4.50
自引率
9.10%
发文量
146
审稿时长
4.5 months
期刊介绍: Optimization publishes refereed, theoretical and applied papers on the latest developments in fields such as linear, nonlinear, stochastic, parametric, discrete and dynamic programming, control theory and game theory. A special section is devoted to review papers on theory and methods in interesting areas of mathematical programming and optimization techniques. The journal also publishes conference proceedings, book reviews and announcements. All published research articles in this journal have undergone rigorous peer review, based on initial editor screening and anonymous refereeing by independent expert referees.
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