Open AccessA note on the convergence of an augmented Lagrangian algorithm to second-order stationary points
Author(s) -
Roberto Andreani,
Leonardo D. Secchin
Publication year - 2018
Publication title -
proceeding series of the brazilian society of computational and applied mathematics
Language(s) - English
Resource type - Conference proceedings
ISSN - 2359-0793
DOI - 10.5540/03.2018.006.01.0303
Subject(s) - augmented lagrangian method , convergence (economics) , order (exchange) , lagrangian , algorithm , computer science , mathematical optimization , mathematics , finance , economics , economic growth