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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:
CoRR (2023)
Keyphrases
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stationary points
constrained optimization
augmented lagrangian
constrained optimization problems
objective function
penalty function
lagrange multipliers
higher order
optimal solution
pairwise
pattern search
special case
cost function
worst case