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An augmented Lagrangian algorithm for nondifferentiable optimization problems with inequality constraints - MaRDI portal

An augmented Lagrangian algorithm for nondifferentiable optimization problems with inequality constraints

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Publication:594773

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zbMath0526.90070MaRDI QIDQ594773

M. Zafer Yakin

Publication date: 1983

Published in: Opsearch (Search for Journal in Brave)

zbMATH Keywords

nondifferentiable optimization convex objective function inequality constraints convex constraints augmented Lagrangian algorithm convergence rate analysis

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Methods of successive quadratic programming type (90C55)

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