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Dual active sets and constrained optimization - MaRDI portal

Dual active sets and constrained optimization (Q1309870)

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scientific article; zbMATH DE number 474764
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English
Dual active sets and constrained optimization
scientific article; zbMATH DE number 474764

    Statements

    Dual active sets and constrained optimization (English)
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    21 March 1994
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    dual active set algorithm
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    dual methods
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    constrained optimization
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    augmented Lagrangian
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    multiplier updates
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    speed of convergence
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