Properties of updating methods for the multipliers in augmented Lagrangians

DOI10.1007/BF00933239zbMATH Open0403.90070MaRDI QIDQ1256396FDOQ1256396

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)

Cites Work

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Cited In (10)

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

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