An Augmented Lagrangian Method for Optimization Problems in Banach Spaces

An Augmented Lagrangian Method for Optimization Problems in Banach Spaces

We propose a variant of the classical augmented Lagrangian method for constrained optimization problems in Banach spaces. Our theoretical framework does not require any convexity or second-order assumptions and allows the treatment of inequality constraints with infinite-dimensional image space. Moreover, we discuss the convergence properties of our algorithm with regard to feasibility, global ...

On an Augmented Lagrangian SQP Method for a Class of Optimal Control Problems in Banach Spaces

An augmented Lagrangian optimization method for inflatable structures analysis problems

1. Abstract This paper describes the development of an augmented Lagrangian optimization method for the numerical simulation of the inflation process in the design of inflated space structures. Although the Newton-Raphson scheme has proved to be efficient for solving many non linear problems, it can lead to lacks of convergence when it is applied to the simulation of the inflation process. As a...

An augmented Lagrangian method for distributed optimization

We propose a novel distributed method for convex optimization problems with a certain separability structure. The method is based on the augmented Lagrangian framework. We analyze its convergence and provide an application to two network models, as well as to a two-stage stochastic optimization problem. The proposed method compares favorably to two augmented Lagrangian decomposition methods kno...

Smoothing augmented Lagrangian method for nonsmooth constrained optimization problems

In this paper, we propose a smoothing augmented Lagrangian method for finding a stationary point of a nonsmooth and nonconvex optimization problem. We show that any accumulation point of the iteration sequence generated by the algorithm is a stationary point provided that the penalty parameters are bounded. Furthermore, we show that a weak version of the generalized Mangasarian Fromovitz constr...