Combined Primal-Dual and Penalty Methods for Constrained Minimization

DOI10.1137/0313030zbMATH Open0269.90044OpenAlexW2027950506MaRDI QIDQ3212930FDOQ3212930

Authors: Dimitri P. Bertsekas 

Publication date: 1975

Published in: SIAM Journal on Control (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/e2138a5adbe4aa32c3249cb85ace9761cbf4fdab

Mathematics Subject Classification ID

Convex programming (90C25) Nonlinear programming (90C30)

Cited In (15)

• A quadratically convergent primal-dual algorithm with global convergence properties for solving optimization problems with equality constraints
• Application of the method of multipliers to state space constrained optimal control problems with discrete time
• Improved convergence rate results for a class of exponential penalty functions
• The augmented Lagrangian method for a type of inverse quadratic programming problems over second-order cones
• Streaming generalized cross entropy
• Suboptimal constant output feedback and its application to modern flight control system design
• Multiplier methods: A survey
• Dynamic programming and penalty functions
• Multisymplectic variational integrators for nonsmooth Lagrangian continuum mechanics
• Algorithms for a class of nondifferentiable problems
• Feasible directions algorithms for optimization problems with equality and inequality constraints
• Quadratic multiplier method convergence
• On the correlation of local collocation and control parameterization methods
• On a characterization of convergence for the Hestenes method of multipliers
• Title not available (Why is that?)

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