Bounds for Lagrange multipliers and optimal points

DOI10.1016/0898-1221(93)90282-ZzbMATH0795.90064MaRDI QIDQ1802498FDOQ1802498

Authors Eldon R. Hansen, G. William Walster

Publication date 4 September 1994

Published in Computers & Mathematics with Applications (Search for Journal in Brave)

zbMATH Keywords

global optimizationLagrange multipliersguaranteed boundsFritz-John conditionsconstrained nononvex optimization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Miscellaneous topics in calculus of variations and optimal control (49N99)

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Cites work

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• Bounding Global Minima
• Bounding Global Minima with Interval Arithmetic
• Bounding solutions of systems of equations using interval analysis
• Computable error bounds for nonlinear programming
• Global optimization using interval analysis - the multi-dimensional case
• Global optimization with data perturbations
• Interval forms of Newtons method
• Nonlinear equations and optimization
• On Solving Systems of Equations Using Interval Arithmetic

Cited in

(12)

• Computable numerical bounds for Lagrange multipliers of stationary points of nonconvex differentiable nonlinear programs
• Augmented Lagrangian optimization under fixed-point arithmetic
• A note on Lagrange multipliers with several binding constraints
• Lagrangian bounds in multiextremal polynomial and discrete optimization problems
• Nonlinear equations and optimization
• scientific article; zbMATH DE number 1568980 (Why is no real title available?)
• An algorithm for constrained global optimization of multivariate polynomials using the Bernstein form and John optimality conditions
• First order rejection tests for multiple-objective optimization
• The Lagrange method and SAO with bounds on the dual variables
• On the Optimality and Limitations of Buehler Bounds
• scientific article; zbMATH DE number 519793 (Why is no real title available?)
• Interval mathematics, algebraic equations and optimization

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