Accelerated convergence for the Powell/Hestenes multiplier method

DOI10.1007/BF01588314zbMath0429.90064OpenAlexW2005484860MaRDI QIDQ3867567

Krisorn Jittorntrum

Publication date: 1980

Published in: Mathematical Programming (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01588314

zbMATH Keywords

constrained optimizationfinite difference approximationaugmented Lagrangian methodsnumerical experiencePowell-Hestenes multiplier methodconvergence improvementsimple acceleration technique

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods involving duality (49M29)

Related Items (1)

On parametric nonlinear programming

Cites Work

• Unnamed Item
• Multiplier and gradient methods
• On the method of multipliers for mathematical programming problems
• On Penalty and Multiplier Methods for Constrained Minimization
• An Ideal Penalty Function for Constrained Optimization
• Combined Primal–Dual and Penalty Methods for Convex Programming
• Dual Variable Metric Algorithms for Constrained Optimization
• A new method for the optimization of a nonlinear function subject to nonlinear constraints

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