Bounds for Lagrange multipliers and optimal points

DOI10.1016/0898-1221(93)90282-ZzbMath0795.90064MaRDI QIDQ1802498

Eldon R. Hansen, G. William Walster

Publication date: 4 September 1994

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

zbMATH Keywords

global optimizationLagrange multipliersguaranteed boundsFritz-John conditionsconstrained nononvex optimization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Miscellaneous topics in calculus of variations and optimal control (49N99)

Related Items (5)

Augmented Lagrangian optimization under fixed-point arithmetic ⋮ First order rejection tests for multiple-objective optimization ⋮ An algorithm for constrained global optimization of multivariate polynomials using the Bernstein form and John optimality conditions ⋮ Nonlinear equations and optimization ⋮ Interval mathematics, algebraic equations and optimization

Cites Work

• Global optimization with data perturbations
• Global optimization using interval analysis - the multi-dimensional case
• Bounding solutions of systems of equations using interval analysis
• Interval forms of Newtons method
• Nonlinear equations and optimization
• Bounding Global Minima with Interval Arithmetic
• Bounding Global Minima
• Computable error bounds for nonlinear programming
• On Solving Systems of Equations Using Interval Arithmetic
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