Properties of updating methods for the multipliers in augmented Lagrangians

DOI10.1007/BF00933239zbMath0403.90070MaRDI QIDQ1256396

S. Torkel Glad

Publication date: 1979

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

zbMATH Keywords

MultipliersAugmented LagrangiansNonlinear ProgrammingLagrange MultipliersConstrained OptimizationPenalty 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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