The use of augmented lagrangian functions for sensitivity analysis in nonlinear programming

DOI10.1007/BF01593794zbMATH Open0357.90060MaRDI QIDQ4133427FDOQ4133427

Authors: J. D. Buys, René Gonin 

Publication date: 1977

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

Mathematics Subject Classification ID

Nonlinear programming (90C30) Sensitivity (robustness) (93B35)

Cites Work

• Title not available (Why is that?)
• Sensitivity analysis for nonlinear programming using penalty methods
• A dual approach to solving nonlinear programming problems by unconstrained optimization
• Multiplier methods: A survey
• An Ideal Penalty Function for Constrained Optimization
• Computational experience in sensitivity analysis for nonlinear programming

Cited In (3)

• Constructing large feasible suboptimal intervals for constrained nonlinear optimization
• Sensitivity analysis in economics
• Planar quasi-Newton algorithms for unconstrained saddlepoint problems

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