A modified augmented Lagrangian method for a class of constrained problems
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The authors consider the penalty method \[ X^TA x/2-x^Tb+ \lambda\cdot \|Cx-d\|^2/2 \to\min \] for the solution of the quadratic programming problem \[ x^TA x/2-x^Tb \to\min \] subject to the constraint \(Cx-d= 0\). To overcome the difficulties when trying to solve the penalty problem, the given quadratic problem is formulated in an alternative form which is solved with a modified augmented Lagrangian method. A numerical example is given.
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Cited in
(8)- Efficient variable stiffness methods for cooling of hot-rolled steel sections.
- A modified augmented Lagrangian method for a class of monotone variational inequalities
- Residually stressed two fibre solids: a spectral approach
- A method of two new augmented Lagrange multiplier versions for solving constrained problems
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- An Augmented Lagrangian‐Based Approach to the Oseen Problem
- Convergence properties of modified and partially-augmented Lagrangian methods for mathematical programs with complementarity constraints
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