On the method of multipliers for mathematical programming problems
From MaRDI portal
Recommendations
Cites work
- scientific article; zbMATH DE number 3290774 (Why is no real title available?)
- scientific article; zbMATH DE number 3307153 (Why is no real title available?)
- scientific article; zbMATH DE number 3335465 (Why is no real title available?)
- scientific article; zbMATH DE number 3368485 (Why is no real title available?)
- scientific article; zbMATH DE number 3381415 (Why is no real title available?)
- Constrained optimization problems using multiplier methods
- Sequential gradient-restoration algorithm for the minimization of constrained functions. Ordinary and conjugate gradient versions
Cited in
(33)- Convergence and duality for the multiplier and penalty methods
- Approximate greatest descent methods for optimization with equality constraints
- Augmentability in optimization theory
- A geometric method in nonlinear programming
- Performance of several nonlinear programming software packages on microcomputers.
- scientific article; zbMATH DE number 6501301 (Why is no real title available?)
- A dual approach to solving nonlinear programming problems by unconstrained optimization
- Una nota sul metodo dei moltiplicatori
- Perturbation lemma for the Newton method with application to the SQP Newton method
- Nonmonotone and monotone active-set method for image restoration. I: Convergence analysis.
- A second-order method for the general nonlinear programming problem
- Multi-stage Monte Carlo and non-linear test problems
- scientific article; zbMATH DE number 3883960 (Why is no real title available?)
- Partly convex programming and Zermelo's navigation problems
- Biased penalty function algorithms for optimal control problems with terminal restraints
- Minimization methods with constraints
- Diagonalized multiplier methods and quasi-Newton methods for constrained optimization
- Multiplier method and optimal control problems with terminal state constraints
- Interior-point Lagrangian decomposition method for separable convex optimization
- Multiplier methods: A survey
- Dynamic programming and penalty functions
- The multiplier method of Hestenes and Powell applied to convex programming
- Alternating direction splittings for block angular parallel optimization
- A class of augmented Lagrangians for equality constraints in nonlinear programming problems
- The behaviour of optimal Lyapunov functions
- The role of the multipliers in the multiplier method
- COSMO: a conic operator splitting method for convex conic problems
- Augmented Lagrangian Objective Penalty Function
- A continuous implementation of a second-variation optimal control method for space trajectory problems
- On the combination of the multiplier method of Hestenes and Powell with Newton's method
- Decomposition methods based on augmented Lagrangians: a survey
- Accelerated convergence for the Powell/Hestenes multiplier method
- Local convergence of the diagonalized method of multipliers
This page was built for publication: On the method of multipliers for mathematical programming problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2552449)
