The computation of Lagrange-multiplier estimates for constrained minimization
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Publication:3858049
DOI10.1007/BF01588224zbMATH Open0423.90073MaRDI QIDQ3858049FDOQ3858049
Authors: Philip E. Gill, Walter Murray 
Publication date: 1979
Published in: Mathematical Programming (Search for Journal in Brave)
error analysislinearly constrained optimizationaugmented Lagrangian functionsestimates of the Lagrange multipliersquadratic subprograms
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Error analysis and interval analysis (65G99)
Cites Work
- Numerically stable methods for quadratic programming
- Methods for Modifying Matrix Factorizations
- An Algorithm for Least-Squares Estimation of Nonlinear Parameters
- A method for the solution of certain non-linear problems in least squares
- Handbook series linear algebra. Linear least squares solutions by Householder transformations
- Newton-type methods for unconstrained and linearly constrained optimization
- An exact penalty function for nonlinear programming with inequalities
- Maximization by Quadratic Hill-Climbing
Cited In (10)
- A projected Newton method for minimization problems with nonlinear inequality constraints
- An algorithm for composite nonsmooth optimization problems
- Solving large-scale linear programs by aggregation
- Numerically stable methods for quadratic programming
- An implementation of Newton-like methods on nonlinearly constrained networks
- Solving constrained optimization problems using a novel genetic algorithm
- BACKWARD PERTURBATION ANALYSIS AND RELATIVE ALGORITHMS FOR NONSYMMETRIC LINEAR SYSTEMS WITH MULTIPLE RIGHT-HAND SIDES
- An exact penalty function algorithm for semi-infinite programmes
- Optimization of unconstrained functions with sparse Hessian matrices—Quasi-Newton methods
- Title not available (Why is that?)
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