Dual active sets and constrained optimization
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Publication:1309870
DOI10.1007/BF02025452zbMath0784.90077MaRDI QIDQ1309870
Publication date: 21 March 1994
Published in: Annals of Operations Research (Search for Journal in Brave)
constrained optimizationdual methodsaugmented Lagrangiandual active set algorithmspeed of convergencemultiplier updates
Nonlinear programming (90C30) Computational methods for problems pertaining to operations research and mathematical programming (90-08)
Cites Work
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- Dual techniques for constrained optimization
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- Dual Approximations in Optimal Control
- Asymptotic Convergence Analysis of the Proximal Point Algorithm
- A Generalization of the Proximal Point Algorithm
- Updating the Inverse of a Matrix
- Submonotone mappings and the proximal point algorithm
- Monotone Operators and the Proximal Point Algorithm
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