Computation of the search direction in constrained optimization algorithms

DOI10.1007/BFb0120948zbMath0477.90070OpenAlexW38076303MaRDI QIDQ3934160

Walter Murray, Margaret H. Wright

Publication date: 1982

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

Full work available at URL: https://doi.org/10.1007/bfb0120948

zbMATH Keywords

constrained optimizationactive set strategiessearch directionLagrange multiplier estimatesquadratic direction search process

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

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