The following pages link to (Q5590419):
Displaying 12 items.
- A primal-dual augmented Lagrangian (Q434173) (← links)
- Convergent stepsizes for constrained optimization algorithms (Q1061005) (← links)
- Penalty functions, Newton's method, and quadratic programming (Q1093530) (← links)
- Algorithms for a class of nondifferentiable problems (Q1136702) (← links)
- Partitioned quasi-Newton methods for nonlinear equality constrained optimization (Q1184335) (← links)
- An economical method of calculating Lagrange multiplier estimates for nonlinear programming problems when many of the constraints are bounds on the variables (Q1226038) (← links)
- A gradient projection-multiplier method for nonlinear programming (Q1235642) (← links)
- An algorithm for minimizing a differentiable function subject to box constraints and errors (Q1249930) (← links)
- Analytical expressions for the eigenvalues and eigenvectors of the Hessian matrices of barrier and penalty functions (Q2540127) (← links)
- Procedures for optimization problems with a mixture of bounds and general linear constraints (Q3675917) (← links)
- A two parameter mixed interior-exterior penalty algorithm (Q4698118) (← links)
- Penalty function versus non-penalty function methods for constrained nonlinear programming problems (Q5653813) (← links)
