scientific article; zbMATH DE number 3520162
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Publication:4099846
zbMATH Open0332.90039MaRDI QIDQ4099846FDOQ4099846
Publication date: 1970
Title of this publication is not available (Why is that?)
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Rate of convergence, degree of approximation (41A25)
Cited In (55)
- Computing second-order points under equality constraints: revisiting Fletcher's augmented Lagrangian
- A multiplier method with automatic limitation of penalty growth
- A first order, exact penalty function algorithm for equality constrained optimization problems
- On the finite element solution of frictionless contact problems using an exact penalty approach
- A geometric method in nonlinear programming
- On the exactness and the convergence of the \(l_1\) exact penalty \(E\)-function method for \(E\)-differentiable optimization problems
- Penalty function methods and a duality gap for invex optimization problems
- Decomposition Methods Based on Augmented Lagrangians: A Survey
- A quadratically convergent primal-dual algorithm with global convergence properties for solving optimization problems with equality constraints
- Simulated annealing with asymptotic convergence for nonlinear constrained optimization
- An exact penalty function method with global convergence properties for nonlinear programming problems
- Optimizing preventive maintenance models
- Exact penalty functions method for mathematical programming problems involving invex functions
- A trust region algorithm for nonsmooth optimization
- A Gauss-Newton approach for solving constrained optimization problems using differentiable exact penalties
- A second-order method for the general nonlinear programming problem
- A primal-dual augmented Lagrangian
- A numerical study of augmented penalty function algorithms for terminally constrained optimal control problems
- Automatic differentiation of algorithms
- Iterative determination of parameters for an exact penalty function
- Exact penalty functions for constrained minimization problems via regularized gap function for variational inequalities
- On using equality-constraint algorithms for inequality constrained problems
- New results on a class of exact augmented Lagrangians
- An exact penalty function for nonlinear programming with inequalities
- A new augmented Lagrangian function for inequality constraints in nonlinear programming problems
- Least squares with non-linear equality constraints. Application to closing of balances
- Nonlinear programming using minimax techniques
- Enlarging the region of convergence of Newton's method for constrained optimization
- Geometric approach to Fletcher's ideal penalty function
- A continuously differentiable exact penalty function for nonlinear programming problems with unbounded feasible set
- Diagonalized multiplier methods and quasi-Newton methods for constrained optimization
- An exact \(l_1\) penalty function method for multi-dimensional first-order PDE constrained control optimization problem
- Quadratically and superlinearly convergent algorithms for the solution of inequality constrained minimization problems
- Properties of updating methods for the multipliers in augmented Lagrangians
- Exact penalties for variational inequalities with applications to nonlinear complementarity problems
- Multiplier methods: A survey
- The multiplier method of Hestenes and Powell applied to convex programming
- Two-level primal-dual decomposition technique for large-scale nonconvex optimization problems with constraints
- A new approach to constrained function optimization
- An analysis of reduced Hessian methods for constrained optimization
- Implementing a Smooth Exact Penalty Function for General Constrained Nonlinear Optimization
- An unconstrained minimization method for solving low-rank SDP relaxations of the maxcut problem
- Local analysis of a new multipliers method
- On the global stabilization of locally convergent algorithms
- A variable fixing version of the two-block nonlinear constrained Gauss-Seidel algorithm for \(\ell_1\)-regularized least-squares
- A unified approach to the global exactness of penalty and augmented Lagrangian functions. I: Parametric exactness
- Implementing a Smooth Exact Penalty Function for Equality-Constrained Nonlinear Optimization
- A lower bound for the penalty parameter in the exact minimax penalty function method for solving nondifferentiable extremum problems
- A globally convergent, implementable multiplier method with automatic penalty limitation
- A recursive quadratic programming algorithm that uses differentiable exact penalty functions
- Exact penalty functions in nonlinear programming
- Feasible directions algorithms for optimization problems with equality and inequality constraints
- On the combination of the multiplier method of Hestenes and Powell with Newton's method
- An economical method of calculating Lagrange multiplier estimates for nonlinear programming problems when many of the constraints are bounds on the variables
- Geometry of optimality conditions and constraint qualifications
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