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Small-time expansions of the distributions, densities, and option prices of stochastic volatility models with L\'evy jumps
J. E. Figueroa-L\'opez, (2010)
Saddle points of general augmented Lagrangians for constrained nonconvex optimization
Wu, H., (2012)
Nonlinear separation approach for the augmented Lagrangian in nonlinear semidefinite programming
Wu, H., (2014)