On Penalty and Multiplier Methods for Constrained Minimization
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(42)- Convergence of the augmented Lagrangian method for nonlinear optimization problems over second-order cones
- Algorithms for a class of nondifferentiable problems
- A globally convergent, implementable multiplier method with automatic penalty limitation
- Multiplier methods: A survey
- Approximation procedures based on the method of multipliers
- On the convergence properties of second-order multiplier methods
- A second-order method for the general nonlinear programming problem
- Convexification procedures and decomposition methods for nonconvex optimization problems
- Properties of updating methods for the multipliers in augmented Lagrangians
- Extended convergence results for the method of multipliers for nonstrictly binding inequality constraints
- Unified convergence analysis of a second-order method of multipliers for nonlinear conic programming
- Moreau envelope augmented Lagrangian method for nonconvex optimization with linear constraints
- Solving Lagrangian variational inequalities with applications to stochastic programming
- A smoothing iterative method for the finite minimax problem
- A class of augmented Lagrangians for equality constraints in nonlinear programming problems
- INEXACT VERSIONS OF PROXIMAL POINT AND AUGMENTED LAGRANGIAN ALGORITHMS IN BANACH SPACES
- A multiplier method with automatic limitation of penalty growth
- A proximal augmented Lagrangian method for equilibrium problems
- Application of the method of multipliers to state space constrained optimal control problems with discrete time
- A two-stage feasible directions algorithm for nonlinear constrained optimization
- Une modification du modèle de Mindlin pour les plaques minces en flexion présentant un bord libre
- Accelerated convergence for the Powell/Hestenes multiplier method
- A quadratically convergent primal-dual algorithm with global convergence properties for solving optimization problems with equality constraints
- Generalized pearson distributions and nonlinear programing
- The augmented Lagrangian method for a type of inverse quadratic programming problems over second-order cones
- A priori error estimates for space-time finite element discretization of parabolic time-optimal control problems
- Funciones penalidad y lagrangianos aumentados
- Pathfollowing methods in nonlinear optimization III: Lagrange multiplier embedding
- The linear and asymptotically superlinear convergence rates of the augmented Lagrangian method with a practical relative error criterion
- Augmented Lagrangian methods for variational inequality problems
- The rate of convergence of a NLM based on F-B NCP for constrained optimization problems without strict complementarity
- A novel augmented Lagrangian method of multipliers for optimization with general inequality constraints
- On using exterior penalty approaches for solving linear programming problems
- Convergence rate estimates for penalty methods revisited
- Augmented Lagrangian method for nonlinear circular conic programs: a local convergence analysis
- A new smoothing function technique for solving minimax problems
- Delaunay-based derivative-free optimization via global surrogates. II: Convex constraints
- Delaunay-based derivative-free optimization via global surrogates. III: nonconvex constraints
- On the convergence properties of a second-order augmented Lagrangian method for nonlinear programming problems with inequality constraints
- Penalty function methods and a duality gap for invex optimization problems
- The rate of convergence of the augmented Lagrangian method for nonlinear semidefinite programming
- An algorithm based on active sets and smoothing for discretized semi-infinite minimax problems
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