A Multiplier Method with Automatic Limitation of Penalty Growth
1979 (English)In: Mathematical programming, ISSN 0025-5610, E-ISSN 1436-4646, Vol. 17, no 1, 140-155 p.Article in journal (Refereed) Published
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.
Multiplier methods, Adaptive penalization, Nonlinear programming, Quadratic convergence
IdentifiersURN: urn:nbn:se:liu:diva-102122DOI: 10.1007/BF01588240OAI: oai:DiVA.org:liu-102122DiVA: diva2:668552