A parameter-free multiplier method for constrained minimization problems (Q1107278)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A parameter-free multiplier method for constrained minimization problems |
scientific article; zbMATH DE number 4064387
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A parameter-free multiplier method for constrained minimization problems |
scientific article; zbMATH DE number 4064387 |
Statements
A parameter-free multiplier method for constrained minimization problems (English)
0 references
1988
0 references
This paper is concerned with the development of a nonlinear programming method closely related to the augmented Lagrangian methods. The method is obtained by a combination of methods of steepest descent and differential trajectory types. A computational algorithm is presented and its application is illustrated by means of two-dimensional examples. The convergence of the algorithm for the general case is not investigated. Reviewer's remark: Similar results were obtained by \textit{Yu. G. Evtushenko} [Methods for solving extremal problems and their application in systems of optimization (1982; Zbl 0523.49002)].
0 references
constrained minimization
0 references
multiplier methods
0 references
penalty function methods
0 references
nonlinear programming method
0 references
augmented Lagrangian methods
0 references
steepest descent
0 references
differential trajectory
0 references
computational algorithm
0 references
