A multiplier method with automatic limitation of penalty growth
- 1 December 1979
- journal article
- Published by Springer Nature in Mathematical Programming
- Vol. 17 (1) , 140-155
- https://doi.org/10.1007/bf01588240
Abstract
No abstract availableKeywords
This publication has 9 references indexed in Scilit:
- On the global stabilization of locally convergent algorithmsAutomatica, 1976
- Combined Primal–Dual and Penalty Methods for Convex ProgrammingSIAM Journal on Control and Optimization, 1976
- On Penalty and Multiplier Methods for Constrained MinimizationSIAM Journal on Control and Optimization, 1976
- A quadratically convergent primal-dual algorithm with global convergence properties for solving optimization problems with equality constraintsMathematical Programming, 1975
- Combined Primal-Dual and Penalty Methods for Constrained MinimizationSIAM Journal on Control, 1975
- Augmented Lagrange Multiplier Functions and Duality in Nonconvex ProgrammingSIAM Journal on Control, 1974
- An exact penalty function for nonlinear programming with inequalitiesMathematical Programming, 1973
- A new method for the optimization of a nonlinear function subject to nonlinear constraintsThe Computer Journal, 1970
- Multiplier and gradient methodsJournal of Optimization Theory and Applications, 1969