Approximate greatest descent methods for optimization with equality constraints

DOI10.1007/s10957-010-9765-3zbMath1211.90231OpenAlexW2092323994MaRDI QIDQ535080

Bean San Goh

Publication date: 11 May 2011

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-010-9765-3

zbMATH Keywords

optimizationLagrange multipliersequality constraintsNewton methodaccessory functionapproximate greatest descent iteration

Mathematics Subject Classification ID

Nonlinear programming (90C30)

Related Items (5)

Continuation methods with the trusty time-stepping scheme for linearly constrained optimization with noisy data ⋮ The regularization continuation method with an adaptive time step control for linearly constrained optimization problems ⋮ The regularization continuation method for optimization problems with nonlinear equality constraints ⋮ On a two-phase approximate greatest descent method for nonlinear optimization with equality constraints ⋮ On the bang-bang control approach via a component-wise line search strategy for unconstrained optimization

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• Control space properties of cooperative games
• Differential games, dynamic optimization, and generalized control theory
• On the method of multipliers for mathematical programming problems
• On the Global Convergence of a Filter--SQP Algorithm

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