Partially Augmented Lagrangian Method for Matrix Inequality Constraints

Authors:
Dominikus Noll;Mounir Torki;Pierre Apkarian
Affiliations:
-;-;-
Venue:
SIAM Journal on Optimization
Year:
2005

Citing 0
Cited 2

Local convergence of an augmented Lagrangian method for matrix inequality constrained programming

Optimization Methods & Software
On the convergence of augmented Lagrangian methods for nonlinear semidefinite programming

Journal of Global Optimization

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Abstract

We discuss a partially augmented Lagrangian method for optimization programs with matrix inequality constraints. A global convergence result is obtained. Applications to hard problems in feedback control are presented to validate the method numerically.