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Convergence Properties of an Augmented Lagrangian Algorithm for Optimization with a Combination of General Equality and Linear Constraints - MaRDI portal

Convergence Properties of an Augmented Lagrangian Algorithm for Optimization with a Combination of General Equality and Linear Constraints (Q4895616)

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scientific article; zbMATH DE number 935270
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Convergence Properties of an Augmented Lagrangian Algorithm for Optimization with a Combination of General Equality and Linear Constraints
scientific article; zbMATH DE number 935270

    Statements

    Convergence Properties of an Augmented Lagrangian Algorithm for Optimization with a Combination of General Equality and Linear Constraints (English)
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    3 February 1997
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    local minimizer
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    smooth function
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    global and local convergence properties
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    augmented Lagrangian methods
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    stopping rules
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    linearly constrained optimization
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