BEGIN:VCALENDAR VERSION:2.0 PRODID:researchseminars.org CALSCALE:GREGORIAN X-WR-CALNAME:researchseminars.org BEGIN:VEVENT SUMMARY:Claudia Sagastizábal (University of Campinas) DTSTART:20200622T130000Z DTEND:20200622T140000Z DTSTAMP:20260423T021005Z UID:OWOS/11 DESCRIPTION:Title: Re visiting Augmented Lagrangian Duals\nby Claudia Sagastizábal (Univers ity of Campinas) as part of One World Optimization seminar\n\n\nAbstract\n For nonconvex optimization problems\, possibly having mixed-integer variab les\, a convergent primal-dual solution algorithm is proposed. The approac h applies a proximal bundle method to a certain augmented Lagrangian dual that arises in the context of the so-called generalized augmented Lagrangi ans. We recast these Lagrangians into the framework of a classical Lagrang ian\, by means of a special reformulation of the original problem. Thanks to this insight\, the methodology yields zero duality gap. Lagrangian subp roblems can be solved inexactly without hindering the primal-dual converge nce properties of the algorithm. Primal convergence is ensured even when t he dual solution set is empty. The interest of the new method is assessed on several problems\, including unit commitment in energy optimization. Th ese problems are solved to optimality by solving separable Lagrangian subp roblems. \n\nThe talk is based on joint work with Marcelo Cordova and Weli ngton de Oliveira.\n\nthe address and password of the zoom room of the sem inar are sent by e-mail on the mailinglist of the seminar one day before e ach talk\n LOCATION:https://researchseminars.org/talk/OWOS/11/ END:VEVENT END:VCALENDAR