Local analysis of a new multipliers method

DOI10.1016/S0377-2217(02)00328-4MaRDI QIDQ1848393zbMATH OpenOpenAlexDBLPWikidataFDO

Authors L. N. Vicente

Publication date 20 November 2002

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0377-2217(02)00328-4

zbMATH Keywords

Optimal controlNonlinear programmingAugmented LagrangianPenalty functionState constraintsMultipliers method

Mathematics Subject Classification ID

Nonlinear programming (90C30)

Recommendations

• scientific article; zbMATH DE number 3881793
• A new multipliers algorithm
• A note on the method of multipliers
• Una nota sul metodo dei moltiplicatori
• Multiplier Methods for Nonlinear Optimal Control

Cites work

• scientific article; zbMATH DE number 5727743 (Why is no real title available?)
• scientific article; zbMATH DE number 3914081 (Why is no real title available?)
• scientific article; zbMATH DE number 107545 (Why is no real title available?)
• scientific article; zbMATH DE number 3520162 (Why is no real title available?)
• scientific article; zbMATH DE number 1223647 (Why is no real title available?)
• scientific article; zbMATH DE number 1243473 (Why is no real title available?)
• scientific article; zbMATH DE number 1303476 (Why is no real title available?)
• scientific article; zbMATH DE number 556481 (Why is no real title available?)
• scientific article; zbMATH DE number 625136 (Why is no real title available?)
• scientific article; zbMATH DE number 1069180 (Why is no real title available?)
• scientific article; zbMATH DE number 874657 (Why is no real title available?)
• scientific article; zbMATH DE number 3322278 (Why is no real title available?)
• A Globally Convergent Augmented Lagrangian Algorithm for Optimization with General Constraints and Simple Bounds
• A PDE sensitivity equation method for optimal aerodynamic design
• An interface optimization and application for the numerical solution of optimal control problems
• An optimal control problem for flows with discontinuities
• Augmented Lagrange Multiplier Functions and Duality in Nonconvex Programming
• Augmented Lagrangian-SQP-Methods in Hilbert Spaces and Application to Control in the Coefficients Problems
• Exact Penalty Functions in Constrained Optimization
• Multiplier and gradient methods
• Numerical solution of a nonlinear parabolic control problem by a reduced SQP method
• Optimal control of a chemical vapor deposition reactor
• Projected Sequential Quadratic Programming Methods
• Superlinear and quadratic convergence of affine-scaling interior-point Newton methods for problems with simple bounds without strict complementarity assumption
• Superlinear convergence of a stabilized SQP method to a degenerate solution
• The multiplier method of Hestenes and Powell applied to convex programming
• Trust-Region Interior-Point SQP Algorithms for a Class of Nonlinear Programming Problems

Cited in

(5)

• Solving discretized degenerate optimal control problems with state constraints
• A new multipliers algorithm
• Updating the multipliers associated with inequality constraints in an augmented Lagrangian multiplier method
• On the method of multipliers for mathematical programming problems
• A note on the method of multipliers

Describes a project that uses

Uses Software

• TRICE
• LANCELOT

This page was built for publication: Local analysis of a new multipliers method

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1848393)