The method of penalty estimates for conditional extremum problems

DOI10.1016/0041-5553(74)90004-4MaRDI QIDQ5181096zbMATH OpenOpenAlexFDO

Authors V. T. Polyak, N. V. Tret'Yakov

Publication date 1974

Published in USSR Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0041-5553(74)90004-4

Mathematics Subject Classification ID

Nonlinear programming (90C30)

Cited in

(16)

• A globally convergent, implementable multiplier method with automatic penalty limitation
• Modified barrier functions (theory and methods)
• Multiplier methods: A survey
• On the convergence properties of second-order multiplier methods
• A second-order method for the general nonlinear programming problem
• Mixed Kirchhoff stress-displacement-pressure formulations for incompressible hyperelasticity
• Augmented Lagrangian preconditioners for the Oseen-Frank model of nematic and cholesteric liquid crystals
• Moreau envelope augmented Lagrangian method for nonconvex optimization with linear constraints
• A convergence analysis of a nonlinear Lagrange algorithm for general nonlinear constrained optimization problems
• An inexact restoration strategy for the globalization of the sSQP method
• The Legendre transformation in modern optimization
• Second-order dynamics with Hessian-driven damping for linearly constrained convex minimization
• The rate of convergence of a NLM based on F-B NCP for constrained optimization problems without strict complementarity
• Convergence rate estimates for penalty methods revisited
• Nonsmooth projection-free optimization with functional constraints
• Complexity of linearized quadratic penalty for optimization with nonlinear equality constraints

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