A quadratically convergent primal-dual algorithm with global convergence properties for solving optimization problems with equality constraints

DOI10.1007/BF01681354zbMath0351.90065MaRDI QIDQ4121703

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Publication date: 1975

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

Mathematics Subject Classification ID

Related Items (19)

A class of augmented Lagrangians for equality constraints in nonlinear programming problems ⋮ Decomposition Methods Based on Augmented Lagrangians: A Survey ⋮ Exact penalties for variational inequalities with applications to nonlinear complementarity problems ⋮ An exact penalty function method with global convergence properties for nonlinear programming problems ⋮ A globally convergent, implementable multiplier method with automatic penalty limitation ⋮ A new augmented Lagrangian function for inequality constraints in nonlinear programming problems ⋮ Enlarging the region of convergence of Newton's method for constrained optimization ⋮ A Gauss-Newton approach for solving constrained optimization problems using differentiable exact penalties ⋮ New decomposition and convexification algorithm for nonconvex large-scale primal-dual optimization ⋮ Implementing a Smooth Exact Penalty Function for Equality-Constrained Nonlinear Optimization ⋮ Feasible directions algorithms for optimization problems with equality and inequality constraints ⋮ Multiplier methods: A survey ⋮ A multiplier method with automatic limitation of penalty growth ⋮ On the global stabilization of locally convergent algorithms ⋮ On the finite element solution of frictionless contact problems using an exact penalty approach ⋮ Mixed coordination method for long-horizon optimal control problems ⋮ A second-order method for the general nonlinear programming problem ⋮ Further study on a class of augmented Lagrangians of Di Pillo and Grippo in nonlinear programming ⋮ A method of centers algorithm for certain minimax problems

Cites Work

• Multiplier and gradient methods
• A new approach to constrained function optimization
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• An Algorithm for Least-Squares Estimation of Nonlinear Parameters
• On Penalty and Multiplier Methods for Constrained Minimization
• A new method for the optimization of a nonlinear function subject to nonlinear constraints
• The Weierstrass E-Function in the Calculus of Variations
• A method for the solution of certain non-linear problems in least squares
• On the convergence of sequential minimization algorithms
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