A shifted-barrier primal-dual algorithm model for linearly constrained optimization problems

DOI10.1023/A:1008675917367zbMATH Open1040.90565MaRDI QIDQ1294812FDOQ1294812

Authors: Gianni Di Pillo, Stefano Lucidi, L. Palagi 

Publication date: 1999

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

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zbMATH Keywords

linearly constrained optimizationprimal-dual algorithmspenalty-Lagrangian merit function

Mathematics Subject Classification ID

Nonlinear programming (90C30) Methods of quasi-Newton type (90C53)

Cited In (4)

• Constraint incorporation in optimization
• Convex programming with single separable constraint and bounded variables
• A superlinearly convergent primal — dual algorithm model for constrained optimization problems with bounded variables
• An exact penalty-Lagrangian approach for large-scale nonlinear programming

Uses Software

• LANCELOT
• SNOPT

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