dc.creatorSanchez, María Daniela
dc.creatorSchuverdt, María Laura
dc.date.accessioned2020-11-09T13:40:06Z
dc.date.accessioned2022-10-15T07:41:41Z
dc.date.available2020-11-09T13:40:06Z
dc.date.available2022-10-15T07:41:41Z
dc.date.created2020-11-09T13:40:06Z
dc.date.issued2019-06
dc.identifierSanchez, María Daniela; Schuverdt, María Laura; A second-order convergence augmented Lagrangian method using non-quadratic penalty functions; Springer; Opsearch; 56; 2; 6-2019; 390-408
dc.identifier0030-3887
dc.identifierhttp://hdl.handle.net/11336/117913
dc.identifierCONICET Digital
dc.identifierCONICET
dc.identifier.urihttps://repositorioslatinoamericanos.uchile.cl/handle/2250/4361596
dc.description.abstractThe purpose of the present paper is to study the global convergence of a practical Augmented Lagrangian model algorithm that considers non-quadratic Penalty–Lagrangian functions. We analyze the convergence of the model algorithm to points that satisfy the Karush–Kuhn–Tucker conditions and also the weak second-order necessary optimality condition. The generation scheme of the Penalty–Lagrangian functions includes the exponential penalty function and the logarithmic-barrier without using convex information.
dc.languageeng
dc.publisherSpringer
dc.relationinfo:eu-repo/semantics/altIdentifier/url/https://link.springer.com/article/10.1007/s12597-019-00366-3
dc.relationinfo:eu-repo/semantics/altIdentifier/doi/https://doi.org/10.1007/s12597-019-00366-3
dc.rightshttps://creativecommons.org/licenses/by-nc-sa/2.5/ar/
dc.rightsinfo:eu-repo/semantics/restrictedAccess
dc.subjectAUGMENTED LAGRANGIAN METHODS
dc.subjectCONSTRAINT QUALIFICATIONS
dc.subjectGLOBAL CONVERGENCE
dc.subjectNONLINEAR PROGRAMMING
dc.subjectSEQUENTIAL OPTIMALITY CONDITIONS
dc.titleA second-order convergence augmented Lagrangian method using non-quadratic penalty functions
dc.typeinfo:eu-repo/semantics/article
dc.typeinfo:ar-repo/semantics/artículo
dc.typeinfo:eu-repo/semantics/publishedVersion


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