On Convergence of Inexact Augmented Lagrangians for Separable and Equality Convex QCQP Problems without Constraint Qualification
The classical convergence theory of the augmented Lagrangian method has been developed under the assumption that the solutions satisfy a constraint qualification. The point of this note is to show that the constraint qualification can be limited to the constraints that are not enforced by the Lagran...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
VSB-Technical University of Ostrava
2017-01-01
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| Series: | Advances in Electrical and Electronic Engineering |
| Subjects: | |
| Online Access: | http://advances.utc.sk/index.php/AEEE/article/view/2219 |