A constraint qualification for the dislocation hyperbolic augmented Lagrangian algorithm

Abstract

In this paper, we study an augmented Lagrangian-type algorithm called the Dislocation Hyperbolic Augmented Lagrangian Algorithm (DHALA), which solves an inequality nonconvex optimization problem. We show that the sequence generated by DHALA converges to a Karush–Kuhn–Tucker (KKT) point under the Mangasarian–Fromovitz constraint qualification. The contribution of our work is to consider a constraint qualification into this algorithm. Finally, we present some computational illustrations to demonstrate the performance our algorithm works.

Keywords

• Augmented Lagrangian
• Nonlinear programming
• Constraint qualification
• Nonconvex problem
• Convergence