Convergence of Successive Approximation Methods with Parameter Target Sets

DOI10.1287/MOOR.1050.0153MaRDI QIDQ5704249zbMATH OpenOpenAlexFDO

Authors A. B. Levy

Publication date 11 November 2005

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/moor.1050.0153

zbMATH Keywords

augmented Lagrangian methodsbarrier methods, trust region methodsconstrained optimizationconvergence analysisgeneralized continuityinclusion solving, variational analysisnumerical optimizationpenalty methodssequential quadratic programming

Mathematics Subject Classification ID

Numerical methods based on nonlinear programming (49M37) Numerical mathematical programming methods (65K05) Sensitivity, stability, parametric optimization (90C31) Methods of successive quadratic programming type (90C55)

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(3)

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