| Issue |
RAIRO-Oper. Res.
Volume 57, Number 5, September-October 2023
|
|
|---|---|---|
| Page(s) | 2941 - 2950 | |
| DOI | https://doi.org/10.1051/ro/2023153 | |
| Published online | 13 November 2023 | |
Dislocation hyperbolic augmented Lagrangian algorithm for nonconvex optimization
1
Federal University of Rio de Janeiro, Systems Engineering and Computer Science Program (COPPE), Rio de Janeiro, Brazil
2
Federal University of Rio de Janeiro, Systems Engineering and Computer Science Program-Applied Mathematics (COPPE and IM), Rio de Janeiro, Brazil
3
Rio de Janeiro State University, Institute of Mathematics and Statistics, Graduate Program in Computational Sciences, Rio de Janeiro, Brazil
* Corresponding author: lenninmr@gmail.com
Received:
9
December
2022
Accepted:
20
September
2023
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.
Mathematics Subject Classification: 90C30 / 90C26 / 65K05 / 49M37
Key words: Dislocation hyperbolic augmented Lagrangian / nonlinear programming / nonconvex problem / convergence / complementarity condition
© The authors. Published by EDP Sciences, ROADEF, SMAI 2023
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