Lagrangian regularization approach to constrained optimization problems

DOI10.1016/J.NA.2004.08.001MaRDI QIDQ703420zbMATH OpenOpenAlexFDO

Authors Shaohua Pan, Xingsi Li

Publication date 11 January 2005

Published in Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.na.2004.08.001

zbMATH Keywords

Constrained optimization problemMonotone conjugatePenalty functionRecession functionRegularization approach

Mathematics Subject Classification ID

Nonlinear programming (90C30)

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Cites work

• Asymptotic Analysis for Penalty and Barrier Methods in Convex and Linear Programming
• Convex Analysis
• scientific article; zbMATH DE number 3914081 (Why is no real title available?)
• Modified barrier functions (theory and methods)
• On the convergence of the exponential multiplier method for convex programming

Cited in

(7)

• Lagrange-type functions in constrained optimization
• Boundedness of the inverse of a regularized Jacobian matrix in constrained optimization and applications
• On constrained optimization with nonconvex regularization
• scientific article; zbMATH DE number 3914081 (Why is no real title available?)
• On High-order Model Regularization for Constrained Optimization
• A Tikhonov regularization parameter approach for solving Lagrange constrained optimization problems
• Using conical regularization in calculating Lagrangian estimates in quadratic optimization problems

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