Primal-dual global convergence of an augmented Lagrangian method under the error bound condition ∗
It is proved that the Error Bound Constraint Qualification is the weakest constraint qualification that guarantees boundedness of the computed multiplier sequences generated by the augmented Lagrangian method, and the feasibility of accumulation points of primal sequences generated by the augmented Lagrangian method under a Polyak-Łojasiewicz inequality for the quadratic infeasibility measure.
R. Andreani, G. Haeser, R. W. Prado et al.
· 6 citations
· ⚡3