Augmented Lagrangians which are quadratic in the multiplier

DOI10.1007/BF00934785zbMath0416.90059MaRDI QIDQ754765

Jon W. Tolle, Paul T. Boggs

Publication date: 1980

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

zbMATH Keywords

exact penalty functionsLagrangian functionsequality constrained nonlinear programmingimproved duality theoryNewton and quasi-Newton methods

Mathematics Subject Classification ID

Related Items (7)

Decomposition Methods Based on Augmented Lagrangians: A Survey ⋮ A feasible SQP method for nonlinear programming ⋮ Local convergence of an augmented Lagrangian method for matrix inequality constrained programming ⋮ Some improved projected quasi-Newton algorithms and their convergence. I: Methods and global behavior ⋮ Some improved projected quasi-Newton algorithms and their convergence. II: Local convergence rate and numerical tests ⋮ On differentiable exact penalty functions ⋮ A dual differentiable exact penalty function

Cites Work

• Diagonalized multiplier methods and quasi-Newton methods for constrained optimization
• Multiplier and gradient methods
• Use of the augmented penalty function in mathematical programming problems. I
• Dual Variable Metric Algorithms for Constrained Optimization
• Superlinearly convergent variable metric algorithms for general nonlinear programming problems
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Augmented Lagrangians which are quadratic in the multiplier