Analysis and implementation of a dual algorithm for constrained optimization
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Cited in
(22)- New versions of Newton method: step-size choice, convergence domain and under-determined equations
- On R-linear convergence of semi-monotonic inexact augmented Lagrangians for saddle point problems
- Structured minimal-memory inexact quasi-Newton method and secant preconditioners for augmented Lagrangian optimization
- Computational study of the GDPO dual phase-1 algorithm
- Augmented Lagrangians with possible infeasibility and finite termination for global nonlinear programming
- Projection onto a polyhedron that exploits sparsity
- Dual techniques for constrained optimization
- Algorithm 1035: a gradient-based implementation of the polyhedral active set algorithm
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- On R-linear convergence of semi-monotonic inexact augmented Lagrangians for bound and equality constrained quadratic programming problems with application
- Handling infeasibility in a large-scale nonlinear optimization algorithm
- Dual active sets and constrained optimization
- An optimal algorithm for a class of equality constrained quadratic programming problems with bounded spectrum
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- Augmented Lagrangian methods under the constant positive linear dependence constraint qualification
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- Study of a primal-dual algorithm for equality constrained minimization
- On the use of optimization models for portfolio selection: A review and some computational results
- Semi-monotonic inexact augmented Lagrangians for quadratic programing with equality constraints
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