The Lagrange method and SAO with bounds on the dual variables

DOI10.1080/10556788.2013.822497zbMath1285.90067OpenAlexW2115907554MaRDI QIDQ5746694

M. J. D. Powell

Publication date: 7 February 2014

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556788.2013.822497

zbMATH Keywords

constrained optimizationsequential approximate optimizationLagrange method\(L_1\) penalty termsbounded dual methodderivatives of dual function

Mathematics Subject Classification ID

Nonlinear programming (90C30)

Related Items (1)

Canonical duality for solving general nonconvex constrained problems

Cites Work

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• Sequential approximate optimization using dual subproblems based on incomplete series expansions
• Approximated approximations for SAO
• First-order sequential convex programming using approximate diagonal QP subproblems
• A primal-dual augmented Lagrangian
• A Nonlinear Programming Problem in Statistics (Educational Testing)
• Numerical Optimization
• Nonlinear Programming
• Duality and Decomposition in Mathematical Programming
• Nonlinear programming without a penalty function.

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