Recursive quadratic programming methods based on the augmented lagrangian
From MaRDI portal
Publication:3777815
DOI10.1007/BFb0121177zbMath0636.90079OpenAlexW158963599MaRDI QIDQ3777815
Publication date: 1987
Published in: Mathematical Programming Studies (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bfb0121177
constrained optimizationinequality constraintsaugmented Lagrangianquadratic programming subproblemrecursive quadratic programmingequality constrained problems
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Quadratic programming (90C20) Numerical methods based on nonlinear programming (49M37)
Related Items (16)
A two-parameter exact penalty function for nonlinear programming ⋮ Using the KKT matrix in an augmented Lagrangian SQP method for sparse constrained optimization ⋮ The boundedness of penalty parameters in an augmented Lagrangian method with constrained subproblems ⋮ Quadratically and superlinearly convergent algorithms for the solution of inequality constrained minimization problems ⋮ Optimizing preventive maintenance models ⋮ A recursive quadratic programming algorithm that uses differentiable exact penalty functions ⋮ Image space approach to penalty methods ⋮ Identification of contact pressures between deformable bodies by combining Finite elements and a novel hybrid minimization strategy ⋮ Recursive quadratic programming algorithm that uses an exact augmented Lagrangian function ⋮ Globally and superlinearly convergent QP-free algorithm for nonlinear constrained optimization ⋮ On the behaviour of constrained optimization methods when Lagrange multipliers do not exist ⋮ The global convergence of augmented Lagrangian methods based on NCP function in constrained nonconvex optimization ⋮ New theoretical results on recursive quadratic programming algorithms ⋮ Some improved projected quasi-Newton algorithms and their convergence. II: Local convergence rate and numerical tests ⋮ Modifications to the subroutine OPALQP for dealing with large problems ⋮ Equality and inequality constrained optimization algorithms with convergent stepsizes
This page was built for publication: Recursive quadratic programming methods based on the augmented lagrangian