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A Multiplier Method with Automatic Limitation of Penalty Growth
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
University of California, Berkeley, CA, USA.
1979 (English)In: Mathematical programming, ISSN 0025-5610, E-ISSN 1436-4646, Vol. 17, no 1, 140-155 p.Article in journal (Refereed) Published
Abstract [en]

This paper presents a multiplier method for solving optimization problems with equality and inequality constraints. The method realizes all the good features that were foreseen by R. Fletcher for this type of algorithm in the past, but which suffers from none of the drawbacks of the earlier attempts.

Place, publisher, year, edition, pages
Springer, 1979. Vol. 17, no 1, 140-155 p.
Keyword [en]
Multiplier methods, Adaptive penalization, Nonlinear programming, Quadratic convergence
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-102122DOI: 10.1007/BF01588240OAI: oai:DiVA.org:liu-102122DiVA: diva2:668552
Available from: 2013-12-01 Created: 2013-12-01 Last updated: 2017-12-06

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Glad, Torkel

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