A multiplier method with automatic limitation of penalty growth

DOI10.1007/BF01588240zbMath0414.90078OpenAlexW2032024979MaRDI QIDQ3050151

Elijah Polak, Torkel Glad

Publication date: 1979

Published in: Mathematical Programming (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01588240

zbMATH Keywords

quadratic convergencenonlinear programmingmultiplier methodsadaptive penalizationautomatic limitation of penalty growth

Mathematics Subject Classification ID

Nonlinear programming (90C30) Numerical methods involving duality (49M29) Rate of convergence, degree of approximation (41A25)

Related Items (25)

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Cites Work

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• An exact penalty function algorithm for optimal control problems with control and terminal equality constraints. II
• On the global stabilization of locally convergent algorithms
• Multiplier and gradient methods
• On Penalty and Multiplier Methods for Constrained Minimization
• Combined Primal–Dual and Penalty Methods for Convex Programming
• A quadratically convergent primal-dual algorithm with global convergence properties for solving optimization problems with equality constraints
• An exact penalty function for nonlinear programming with inequalities
• A new method for the optimization of a nonlinear function subject to nonlinear constraints

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