Global convergence of dislocation hyperbolic augmented Lagrangian algorithm for nonconvex optimization

In this work, we present a new augmented Lagrangian type algorithm based on the dislocation hyperbolic augmented Lagrangian function (DHALF). This algorithm is called dislocation hyperbolic augmented Lagrangian algorithm (DHALA). We ensure that DHALA converges to a global solution for the inequality constrained nonconvex optimization problem. We present DHALA considering the safeguards technique and ensure the convergence of this algorithm. Finally, we present a computational experiment to show the performance of our proposed algorithm.