A Note on the Twice Differentiable Cubic Augmented Lagrangian

Kiwiel K (1994). A Note on the Twice Differentiable Cubic Augmented Lagrangian. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-94-012

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Abstract

Rockafellar's quadratic augmented Lagrangian for inequality constrained minimization is not twice differentiable. To eliminate this drawback, several quite complicated Lagrangians have been proposed. We exhibit a simple cubic Lagrangian that is twice differentiable. It stems from the recent work of Eckstein and Teboulle on Bregman-related Lagrangians.

Item Type: Monograph (IIASA Working Paper)
Research Programs: Optimization under Uncertainty (OPT)
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 02:04
Last Modified: 08 Aug 2016 14:07
URI: http://pure.iiasa.ac.at/4197

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