On the convergence properties of second-order multiplier methods
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Publication:1240019
DOI10.1007/BF00932905zbMath0362.65041MaRDI QIDQ1240019
Publication date: 1978
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Related Items (5)
On the convergence properties of a second-order augmented Lagrangian method for nonlinear programming problems with inequality constraints ⋮ A globally convergent, implementable multiplier method with automatic penalty limitation ⋮ Second-order multiplier iteration based on a class of nonlinear Lagrangians ⋮ Unified convergence analysis of a second-order method of multipliers for nonlinear conic programming ⋮ Extended convergence results for the method of multipliers for nonstrictly binding inequality constraints
Cites Work
- Multiplier methods: A survey
- Diagonalized multiplier methods and quasi-Newton methods for constrained optimization
- Newton’s Method for Optimization Problems with Equality Constraints
- On Penalty and Multiplier Methods for Constrained Minimization
- Dual Variable Metric Algorithms for Constrained Optimization
- The method of penalty estimates for conditional extremum problems
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