Properties of updating methods for the multipliers in augmented Lagrangians

DOI10.1007/BF00933239MaRDI QIDQ1256396zbMATH OpenFDO

Authors S. Torkel Glad

Publication date 1979

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

MultipliersAugmented LagrangiansNonlinear ProgrammingConstrained OptimizationLagrange MultipliersPenalty FunctionsQuasi-Newton MethodRate Of ConvergenceUpdating Methods

Mathematics Subject Classification ID

Nonlinear programming (90C30) Numerical methods involving duality (49M29) Rate of convergence, degree of approximation (41A25)

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• On Penalty and Multiplier Methods for Constrained Minimization
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Cited in

(10)

• A method of centers algorithm for certain minimax problems
• Enlarging the region of convergence of Newton's method for constrained optimization
• Partitioned quasi-Newton methods for nonlinear equality constrained optimization
• Globalizing stabilized sequential quadratic programming method by smooth primal-dual exact penalty function
• Critical Lagrange multipliers: what we currently know about them, how they spoil our lives, and what we can do about it
• An analysis of reduced Hessian methods for constrained optimization
• Quadratically and superlinearly convergent algorithms for the solution of inequality constrained minimization problems
• On Secant Updates for Use in General Constrained Optimization
• A heuristic algorithm for nonlinear programming
• Two-step and three-step Q-superlinear convergence of SQP methods

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