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A Newton-CG Based Augmented Lagrangian Method for Finding a Second-Order Stationary Point of Nonconvex Equality Constrained Optimization with Complexity Guarantees.
Chuan He
Zhaosong Lu
Ting Kei Pong
Published in:
SIAM J. Optim. (2023)
Keyphrases
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stationary points
constrained optimization
augmented lagrangian
constrained optimization problems
objective function
penalty function
lagrange multipliers
worst case
mathematical programming
computational complexity
pattern search
lower bound
convex optimization
global convergence
convergence analysis