Analytical expressions for the eigenvalues and eigenvectors of the Hessian matrices of barrier and penalty functions

DOI10.1007/BF00932477zbMath0198.52504MaRDI QIDQ2540127

Yanyan Li

Publication date: 1971

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

operations research

Mathematics Subject Classification ID

Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30)

Related Items (11)

The interior-point revolution in optimization: History, recent developments, and lasting consequences ⋮ A Newton-Type Globally Convergent Interior-Point Method To Solve Multi-Objective Optimization Problems ⋮ An augmented-Lagrangian method for the phase-field approach for pressurized fractures ⋮ A globally convergent Lagrangian barrier algorithm for optimization with general inequality constraints and simple bounds ⋮ Study of a primal-dual algorithm for equality constrained minimization ⋮ A primal-dual modified log-barrier method for inequality constrained nonlinear optimization ⋮ The use of interior penalty functions to overcome lognormal distribution parameter estimation anomalies ⋮ Ragnar Frisch and interior-point methods ⋮ Sphere of convergence of Newton's method on two equivalent systems from nonlinear programming. ⋮ Local behavior of the Newton method on two equivalent systems from linear programming ⋮ A Posteriori Error Estimation in PDE-constrained Optimization with Pointwise Inequality Constraints

Cites Work

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