Dual Variable Metric Algorithms for Constrained Optimization
From MaRDI portal
Publication:4135252
DOI10.1137/0315037zbMath0361.90074OpenAlexW2101300785MaRDI QIDQ4135252
Publication date: 1977
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://hdl.handle.net/1813/6339
Related Items
Quadratically and superlinearly convergent algorithms for the solution of inequality constrained minimization problems, Recent developments in constrained optimization, Exact penalty method with integrated consideration of the constraints, Some numerical experience with a globally convergent algorithm for nonlinearly constrained optimization, A robust secant method for optimization problems with inequality constraints, Algorithms for a class of nondifferentiable problems, A variant of the generalized reduced gradient algorithm for non-linear programming and its applications, Numerical methods of nonlinear optimal control based on mathematical programming, Gradient-type method for minimization of nonsmooth penalty functions, Multilevel least-change Newton-like methods for equality constrained optimization problems, Superlinearly convergent variable metric algorithms for general nonlinear programming problems, A globally convergent method for nonlinear programming, Accelerated convergence for the Powell/Hestenes multiplier method, On the convergence properties of second-order multiplier methods, Variable metric methods for minimizing a class of nondifferentiable functions, Augmented Lagrangians which are quadratic in the multiplier, The linearization method, A method of centers algorithm for certain minimax problems, On Secant Updates for Use in General Constrained Optimization, A globally convergent constrained quasi-Newton method with an augmented lagrangian type penalty function
