A multiplier method with automatic limitation of penalty growth
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Publication:3050151
DOI10.1007/BF01588240zbMath0414.90078OpenAlexW2032024979MaRDI QIDQ3050151
Publication date: 1979
Published in: Mathematical Programming (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01588240
quadratic convergencenonlinear programmingmultiplier methodsadaptive penalizationautomatic limitation of penalty growth
Nonlinear programming (90C30) Numerical methods involving duality (49M29) Rate of convergence, degree of approximation (41A25)
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Cites Work
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- Combined Primal–Dual and Penalty Methods for Convex Programming
- A quadratically convergent primal-dual algorithm with global convergence properties for solving optimization problems with equality constraints
- An exact penalty function for nonlinear programming with inequalities
- A new method for the optimization of a nonlinear function subject to nonlinear constraints
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