The use of augmented lagrangian functions for sensitivity analysis in nonlinear programming

DOI10.1007/BF01593794zbMath0357.90060MaRDI QIDQ4133427

J. D. Buys, René Gonin

Publication date: 1977

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

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35) Nonlinear programming (90C30)

Related Items (3)

Sensitivity analysis in economics ⋮ Constructing large feasible suboptimal intervals for constrained nonlinear optimization ⋮ Planar quasi-Newton algorithms for unconstrained saddlepoint problems

Cites Work

• Unnamed Item
• Multiplier methods: A survey
• An Ideal Penalty Function for Constrained Optimization
• Sensitivity analysis for nonlinear programming using penalty methods
• A dual approach to solving nonlinear programming problems by unconstrained optimization
• Computational experience in sensitivity analysis for nonlinear programming

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