Computation and Applied Mathematics

analytic center Applied Mathematics approximation assume Augmented Lagrangian algorithm Augmented Lagrangian method Banach space behavior bilinear operator boundedness box-constraint BOX-QUACAN cluster points Computational & Applied constraint functions convergence result convex function convex programming decomposition defined diagonal multiplier method DSALA-HP dual update ed(f equality constraints equation existence exponential Lagrangian method F(xn gradient Hessian implies inexact Newton methods Journal of Optimization Lagrange multipliers Lemma linear programming Matematica Math Mathematical subject classification matrix metodos minimization multiplier update Newton method Newton step nonempty and bounded nonlinear programming number of iterations objective function obtained optimal set Optimization Theory penalty parameter primal primal-dual proper convex function Proposition prove QUACAN quadratic convergence quadratic solver Quasi-Newton satisfy self-adjoint operator sequence Sol(P solving stationary point strictly feasible subproblems Table Theorem Theory and Applications trust region unconstrained variables vector welldefinedness x e U(x