Dual active sets and constrained optimization

DOI10.1007/BF02025452zbMath0784.90077MaRDI QIDQ1309870

William W. Hager

Publication date: 21 March 1994

Published in: Annals of Operations Research (Search for Journal in Brave)

zbMATH Keywords

constrained optimizationdual methodsaugmented Lagrangiandual active set algorithmspeed of convergencemultiplier updates

Mathematics Subject Classification ID

Nonlinear programming (90C30) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Cites Work

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• On large scale nonlinear network optimization
• Dual techniques for constrained optimization
• On the global stabilization of locally convergent algorithms
• Analysis and implementation of a dual algorithm for constrained optimization
• A Globally Convergent Augmented Lagrangian Algorithm for Optimization with General Constraints and Simple Bounds
• 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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