The computation of Lagrange-multiplier estimates for constrained minimization

DOI10.1007/BF01588224zbMath0423.90073MaRDI QIDQ3858049

Walter Murray, Philip E. Gill

Publication date: 1979

Published in: Mathematical Programming (Search for Journal in Brave)

zbMATH Keywords

error analysislinearly constrained optimizationaugmented Lagrangian functionsestimates of the Lagrange multipliersquadratic subprograms

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Error analysis and interval analysis (65G99)

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Cites Work

• Handbook series linear algebra. Linear least squares solutions by Householder transformations
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• Numerically stable methods for quadratic programming
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• Methods for Modifying Matrix Factorizations
• Maximization by Quadratic Hill-Climbing
• A method for the solution of certain non-linear problems in least squares