Izmailov, A.; Kurennoy, A.; Solodov, M. - In: Computational Optimization and Applications 60 (2015) 1, pp. 111-140
We present a local convergence analysis of the method of multipliers for equality-constrained variational problems (in the special case of optimization, also called the augmented Lagrangian method) under the sole assumption that the dual starting point is close to a noncritical Lagrange...