An Augmented Lagrangian Method for Optimization Problems in Banach Spaces
An Augmented Lagrangian Method for Optimization Problems in Banach Spaces
We propose a variant of the classical augmented Lagrangian method for constrained optimization problems in Banach spaces. Our theoretical framework does not require any convexity or second-order assumptions, and it allows the treatment of inequality constraints with infinite-dimensional image space. Moreover, we discuss the convergence properties of our algorithm with …