Efficient preconditioner for Augmented Lagrangian
Hi folks !
I have a question which is more mathematical than mechanical. However since it is to solve mechanical problem, one of you may have an answer !
I want to solve a non-linear problem with non-linear equality constrains and I'm using a augmented Lagrangian with a penalty regularization term that, as well known, spoils the condition number of my linearized systems (at each Newton iteration I mean). The bigger the penalty term, the worse the condition number is. Would someone know an efficient way to get rid of this bad conditioning in that specific case ?
To be more specific, I'm using the classical augmented lagrangian because I have lots of constraints which may generally be redundant. So blindly incorporating the constraints direclty into the primal variables is very convenient. I tried other more sophisticated approaches based on variable eliminations or efficient preconditioners directly on the KKT system but, because of constraints redundancy, I had some troubles.