Second-order multiplier iteration based on a class of nonlinear Lagrangians
type: Item
instance of: scholarly article
title: Second-order multiplier iteration based on a class of nonlinear Lagrangians
zbMATH Open document ID: 1470.90134
DOI: 10.1155/2014/210284
author: Yonghong Ren
published in: Abstract and Applied Analysis
publication date: 2019-02-14T00:00:00Z
review text: Summary: Nonlinear Lagrangian algorithm plays an important role in solving constrained optimization problems. It is known that, under appropriate conditions, the sequence generated by the first-order multiplier iteration converges superlinearly. This paper aims at analyzing the second-order multiplier iteration based on a class of nonlinear Lagrangians for solving nonlinear programming problems with inequality constraints. It is suggested that the sequence generated by the second-order multiplier iteration converges superlinearly with order at least two if in addition the Hessians of functions involved in problem are Lipschitz continuous.
Mathematics Subject Classification ID: 90C30
Mathematics Subject Classification ID: 90C52
zbMATH DE Number: 7021934
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1155/2014/210284
OpenAlex ID: W1984038312
Wikidata QID: Q59036069
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description: scientific article; zbMATH DE number 7021934