Combined Primal-Dual and Penalty Methods for Constrained Minimization

DOI10.1137/0313030zbMath0269.90044OpenAlexW2027950506MaRDI QIDQ3212930

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

Related Items (14)

MULTISYMPLECTIC VARIATIONAL INTEGRATORS FOR NONSMOOTH LAGRANGIAN CONTINUUM MECHANICS ⋮ Streaming generalized cross entropy ⋮ Application of the method of multipliers to state space constrained optimal control problems with discrete time ⋮ Algorithms for a class of nondifferentiable problems ⋮ The augmented Lagrangian method for a type of inverse quadratic programming problems over second-order cones ⋮ Improved convergence rate results for a class of exponential penalty functions ⋮ A quadratically convergent primal-dual algorithm with global convergence properties for solving optimization problems with equality constraints ⋮ Feasible directions algorithms for optimization problems with equality and inequality constraints ⋮ Quadratic multiplier method convergence ⋮ Multiplier methods: A survey ⋮ On a characterization of convergence for the Hestenes method of multipliers ⋮ Unnamed Item ⋮ Dynamic programming and penalty functions ⋮ Suboptimal constant output feedback and its application to modern flight control system design

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