A quadratically convergent primal-dual algorithm with global convergence properties for solving optimization problems with equality constraints
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Publication:4121703
DOI10.1007/BF01681354zbMATH Open0351.90065MaRDI QIDQ4121703FDOQ4121703
Authors:
Publication date: 1975
Published in: Mathematical Programming (Search for Journal in Brave)
Cites Work
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Cited In (19)
- A multiplier method with automatic limitation of penalty growth
- On the finite element solution of frictionless contact problems using an exact penalty approach
- A method of centers algorithm for certain minimax problems
- An exact penalty function method with global convergence properties for nonlinear programming problems
- A Gauss-Newton approach for solving constrained optimization problems using differentiable exact penalties
- A second-order method for the general nonlinear programming problem
- Implementing a smooth exact penalty function for equality-constrained nonlinear optimization
- A new augmented Lagrangian function for inequality constraints in nonlinear programming problems
- Enlarging the region of convergence of Newton's method for constrained optimization
- Exact penalties for variational inequalities with applications to nonlinear complementarity problems
- Multiplier methods: A survey
- Mixed coordination method for long-horizon optimal control problems
- On the global stabilization of locally convergent algorithms
- A class of augmented Lagrangians for equality constraints in nonlinear programming problems
- New decomposition and convexification algorithm for nonconvex large-scale primal-dual optimization
- A globally convergent, implementable multiplier method with automatic penalty limitation
- Feasible directions algorithms for optimization problems with equality and inequality constraints
- Further study on a class of augmented Lagrangians of Di Pillo and Grippo in nonlinear programming
- Decomposition methods based on augmented Lagrangians: a survey
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