Dual Variable Metric Algorithms for Constrained Optimization
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Cited in
(20)- Recent developments in constrained optimization
- Some numerical experience with a globally convergent algorithm for nonlinearly constrained optimization
- A robust secant method for optimization problems with inequality constraints
- Algorithms for a class of nondifferentiable problems
- A variant of the generalized reduced gradient algorithm for non-linear programming and its applications
- A globally convergent method for nonlinear programming
- On the convergence properties of second-order multiplier methods
- Quadratically and superlinearly convergent algorithms for the solution of inequality constrained minimization problems
- Multilevel least-change Newton-like methods for equality constrained optimization problems
- Exact penalty method with integrated consideration of the constraints
- On Secant Updates for Use in General Constrained Optimization
- Gradient-type method for minimization of nonsmooth penalty functions
- Accelerated convergence for the Powell/Hestenes multiplier method
- Variable metric methods for minimizing a class of nondifferentiable functions
- A method of centers algorithm for certain minimax problems
- A globally convergent constrained quasi-Newton method with an augmented lagrangian type penalty function
- Superlinearly convergent variable metric algorithms for general nonlinear programming problems
- Numerical methods of nonlinear optimal control based on mathematical programming
- The linearization method
- Augmented Lagrangians which are quadratic in the multiplier
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