2023RAIRO - Operations ResearchOpen access

Dislocation hyperbolic augmented Lagrangian algorithm for nonconvex optimization

Lennin Mallma Ramirez, Nelson Maculan, Adilson Elias Xavier, Vinícius Layter Xavier

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Abstract

The dislocation hyperbolic augmented Lagrangian algorithm (DHALA) solves the nonconvex programming problem considering an update rule for its penalty parameter and considering a condition to ensure the complementarity condition. in this work, we ensure that the sequence generated by DHALA converges to a Karush-Kuhn-Tucker (KKT) point, and we present computational experiments to demonstrate the performance of our proposed algorithm.

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The dislocation hyperbolic augmented Lagrangian algorithm (DHALA) solves the nonconvex programming problem considering an update rule for its penalty parameter and considering a condition to ensure the complementarity condition. in this work, we ensure that the sequence generated by DHALA converges to a Karush-Kuhn-Tucker (KKT) point, and we present computational experiments to demonstrate the performance of our proposed algorithm.

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Available abstract

The dislocation hyperbolic augmented Lagrangian algorithm (DHALA) solves the nonconvex programming problem considering an update rule for its penalty parameter and considering a condition to ensure the complementarity condition. in this work, we ensure that the sequence generated by DHALA converges to a Karush-Kuhn-Tucker (KKT) point, and we present computational experiments to demonstrate the performance of our proposed algorithm.

Key concepts: Karush–Kuhn–Tucker conditions, Augmented Lagrangian method, Complementarity (molecular biology), Lagrangian, Mathematical optimization, Sequence (biology), Mathematics, Dislocation

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