Recursive quadratic programming algorithm that uses an exact augmented Lagrangian function
From MaRDI portal
Publication:911471
DOI10.1007/BF00940474zbMath0696.90054MaRDI QIDQ911471
Publication date: 1990
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
constrained optimizationautomatic adjustment ruledifferentiable exact augmented Lagrangianrecursive quadratic programming
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Quadratic programming (90C20) Computational methods for problems pertaining to operations research and mathematical programming (90-08)
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