A parameter-free multiplier method for constrained minimization problems (Q1107278)
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| Language | Label | Description | Also known as |
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| English | A parameter-free multiplier method for constrained minimization problems |
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A parameter-free multiplier method for constrained minimization problems (English)
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1988
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This paper is concerned with the development of a nonlinear programming method closely related to the augmented Lagrangian methods. The method is obtained by a combination of methods of steepest descent and differential trajectory types. A computational algorithm is presented and its application is illustrated by means of two-dimensional examples. The convergence of the algorithm for the general case is not investigated. Reviewer's remark: Similar results were obtained by \textit{Yu. G. Evtushenko} [Methods for solving extremal problems and their application in systems of optimization (1982; Zbl 0523.49002)].
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constrained minimization
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multiplier methods
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penalty function methods
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nonlinear programming method
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augmented Lagrangian methods
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steepest descent
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differential trajectory
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computational algorithm
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