A globally convergent, implementable multiplier method with automatic penalty limitation
type: Item
instance of: scholarly article
title: A globally convergent, implementable multiplier method with automatic penalty limitation
zbMATH Open document ID: 0445.90070
DOI: 10.1007/BF01442901
author: André L. Tits
author: Elijah Polak
published in: Applied Mathematics and Optimization
publication date: 1980-01-01T00:00:00Z
Mathematics Subject Classification ID: 90C30
Mathematics Subject Classification ID: 65K05
zbMATH DE Number: 3696840
zbMATH Keywords: globally convergent implementable multiplier method
zbMATH Keywords: automatic penalty limitation
zbMATH Keywords: penalty function methods
zbMATH Keywords: multiplier methods
zbMATH Keywords: constrained nonconvex nonlinear programming
zbMATH Keywords: sequential minimization type multiplier methods
zbMATH Keywords: rate of convergence
zbMATH Keywords: sequence of unconstrained optimization
zbMATH Keywords: global convergence
zbMATH Keywords: penalty limitation
MaRDI profile type: Publication
cites work: Multiplier methods: A survey
cites work: On Penalty and Multiplier Methods for Constrained Minimization
cites work: On the convergence properties of second-order multiplier methods
cites work: Algorithms for some minimax problems
cites work: Differentiability of a maximum function. I
cites work: Q4099846
cites work: Q5675557
cites work: Q4404037
cites work: An Ideal Penalty Function for Constrained Optimization
cites work: A multiplier method with automatic limitation of penalty growth
cites work: Multiplier and gradient methods
cites work: The Weierstrass E-Function in the Calculus of Variations
cites work: A quadratically convergent primal-dual algorithm with global convergence properties for solving optimization problems with equality constraints
cites work: A second-order method for the general nonlinear programming problem
cites work: Q5590418
cites work: Algorithms for nonlinear constraints that use lagrangian functions
cites work: Q4117588
cites work: Theoretical and computational aspects of the optimal design centering, tolerancing, and tuning problem
cites work: The method of penalty estimates for conditional extremum problems
cites work: A dual approach to solving nonlinear programming problems by unconstrained optimization
cites work: Q3277015
full work available at URL: https://doi.org/10.1007/bf01442901
OpenAlex ID: W1994181610
description: scientific article; zbMATH DE number 3696840