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

DOI10.1007/BF01593794MaRDI QIDQ4133427zbMATH OpenFDO

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

• scientific article; zbMATH DE number 3307153 (Why is no real title available?)
• A dual approach to solving nonlinear programming problems by unconstrained optimization
• An Ideal Penalty Function for Constrained Optimization
• Computational experience in sensitivity analysis for nonlinear programming
• Multiplier methods: A survey
• Sensitivity analysis for nonlinear programming using penalty methods

Cited in

(3)

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

This page was built for publication: The use of augmented lagrangian functions for sensitivity analysis in nonlinear programming

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4133427)