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20182023
most citedAugmented Lagrangian Methods for the Solution of Generalized Nash Equilibrium Problems

56 citations · 162 across the 14 of their papers we have counts for

collaborators

15 papers

math.OC2023

Variational Poisson Denoising via Augmented Lagrangian Methods

Christian Kanzow, Fabius Krämer, Patrick Mehlitz +2

In this paper, we denoise a given noisy image by minimizing a smoothness promoting function over a set of local similarity measures which compare the mean of the given image and so…

math.OC2023

Convergence Analysis of the Proximal Gradient Method in the Presence of the Kurdyka-Łojasiewicz Property without Global Lipschitz Assumptions

Xiaoxi Jia, Christian Kanzow, Patrick Mehlitz

We consider a composite optimization problem where the sum of a continuously differentiable and a merely lower semicontinuous function has to be minimized. The proximal gradient al…

math.OC2022

The Sparse(st) Optimization Problem: Reformulations, Optimality, Stationarity, and Numerical Results

Christian Kanzow, Alexandra Schwarz, Felix Weiß

We consider the sparse optimization problem with nonlinear constraints and an objective function, which is given by the sum of a general smooth mapping and an additional term defin…

math.OC2022★ 2 cited

Efficient Regularized Proximal Quasi-Newton Methods for Large-Scale Nonconvex Composite Optimization Problems

Christian Kanzow, Theresa Lechner

Optimization problems with composite functions consist of an objective function which is the sum of a smooth and a (convex) nonsmooth term. This particular structure is exploited b…

math.OC2022★ 7 cited

Inexact Penalty Decomposition Methods for Optimization Problems with Geometric Constraints

Matteo Lapucci, Christian Kanzow

This paper provides a theoretical and numerical investigation of a penalty decomposition scheme for the solution of optimization problems with geometric constraints. In particular,…

math.OC2022★ 30 cited

Constrained composite optimization and augmented Lagrangian methods

Alberto De Marchi, Xiaoxi Jia, Christian Kanzow +1

We investigate finite-dimensional constrained structured optimization problems, featuring composite objective functions and set-membership constraints. Offering an expressive yet s…

math.OC2021★ 1 cited

Convergence Properties of Monotone and Nonmonotone Proximal Gradient Methods Revisited

Christian Kanzow, Patrick Mehlitz

Composite optimization problems, where the sum of a smooth and a merely lower semicontinuous function has to be minimized, are often tackled numerically by means of proximal gradie…

math.OC2021★ 1 cited

An Augmented Lagrangian Method for Optimization Problems with Structured Geometric Constraints

Xiaoxi Jia, Christian Kanzow, Patrick Mehlitz +1

This paper is devoted to the theoretical and numerical investigation of an augmented Lagrangian method for the solution of optimization problems with geometric constraints. Specifi…

math.OC2019

New Constraint Qualifications for Optimization Problems in Banach Spaces based on Asymptotic KKT Conditions

Eike Börgens, Christian Kanzow, Patrick Mehlitz +1

Optimization theory in Banach spaces suffers from the lack of available constraint qualifications. Despite the fact that there exist only a very few constraint qualifications, they…

math.OC2019

Regularization of Limited Memory Quasi-Newton Methods for Large-Scale Nonconvex Minimization

Daniel Steck, Christian Kanzow

This paper deals with regularized Newton methods, a flexible class of unconstrained optimization algorithms that is competitive with line search and trust region methods and potent…

math.OC2018

Quasi-Variational Inequalities in Banach Spaces: Theory and Augmented Lagrangian Methods

Christian Kanzow, Daniel Steck

This paper deals with quasi-variational inequality problems (QVIs) in a generic Banach space setting. We provide a theoretical framework for the analysis of such problems which is…

math.OC2018★ 5 cited

Relaxation schemes for mathematical programs with switching constraints

Christian Kanzow, Patrick Mehlitz, Daniel Steck

Switching-constrained optimization problems form a difficult class of mathematical programs since their feasible set is almost disconnected while standard constraint qualifications…

math.OC2018★ 56 cited

Augmented Lagrangian Methods for the Solution of Generalized Nash Equilibrium Problems

Christian Kanzow, Daniel Steck

We propose an augmented Lagrangian-type algorithm for the solution of generalized Nash equilibrium problems (GNEPs). Specifically, we discuss the convergence properties with regard…

math.OC2018★ 47 cited

An Augmented Lagrangian Method for Optimization Problems in Banach Spaces

Christian Kanzow, Daniel Steck, Daniel Wachsmuth

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 o…

math.OC2018★ 13 cited

On Error Bounds and Multiplier Methods for Variational Problems in Banach Spaces

Christian Kanzow, Daniel Steck

This paper deals with a general form of variational problems in Banach spaces which encompasses variational inequalities as well as minimization problems. We prove a characterizati…