A globally convergent, implementable multiplier method with automatic penalty limitation
暂无分享,去创建一个
[1] V. T. Polyak. TRET''''YAKOV: The method of penalty estimates for conditional extremum problems , 1974 .
[2] Elijah Polak,et al. A quadratically convergent primal-dual algorithm with global convergence properties for solving optimization problems with equality constraints , 1975, Math. Program..
[3] D. Bertsekas,et al. A DESCENT NUMERICAL METHOD FOR OPTIMIZATION PROBLEMS WITH NONDIFFERENTIABLE COST FUNCTIONALS , 1973 .
[4] M. Powell. A method for nonlinear constraints in minimization problems , 1969 .
[5] Magnus R. Hestenes. The Weierstrass $E$-function in the calculus of variations , 1946 .
[6] Torkel Glad,et al. A multiplier method with automatic limitation of penalty growth , 1979, Math. Program..
[7] E. Polak,et al. Theoretical and computational aspects of the optimal design centering, tolerancing, and tuning problem , 1979 .
[8] Vladimir F. Demjanov. Algorithms for Some Minimax Problems , 1968, J. Comput. Syst. Sci..
[9] Donald A. Pierre,et al. Mathematical programming via augmented lagrangians: An introduction with computer programs , 1975 .
[10] Differentiability of a maximum function. I , 1968 .
[11] D. Bertsekas. On the convergence properties of second-order multiplier methods , 1978 .
[12] E. Polak,et al. A second-order method for the general nonlinear programming problem , 1978 .
[13] D. Bertsekas. Multiplier methods: A survey , 1975, Autom..
[14] M. J. D. Powell,et al. Algorithms for nonlinear constraints that use lagrangian functions , 1978, Math. Program..
[15] M. Hestenes. Multiplier and gradient methods , 1969 .
[16] R. Tyrrell Rockafellar,et al. A dual approach to solving nonlinear programming problems by unconstrained optimization , 1973, Math. Program..
[17] R. Fletcher,et al. A Class of Methods for Nonlinear Programming II Computational Experience , 1970 .
[18] Dimitri P. Bertsekas,et al. Multiplier methods: A survey , 1975, at - Automatisierungstechnik.
[19] D. Bertsekas. On Penalty and Multiplier Methods for Constrained Minimization , 1976 .
[20] G. Zoutendijk,et al. Methods of Feasible Directions , 1962, The Mathematical Gazette.
[21] Elijah Polak,et al. Computational methods in optimization , 1971 .
[22] D. Bertsekas. COMBINED PRIMAL-DUAL AND PENALTY METHODS FOR CONSTRAINED MINIMIZATION* , 1975 .
[23] R. Rockafellar. Augmented Lagrange Multiplier Functions and Duality in Nonconvex Programming , 1974 .
[24] R. Fletcher. An Ideal Penalty Function for Constrained Optimization , 1975 .
[25] Magnus R. Hestenes,et al. Sufficient conditions for the isoperimetric problem of Bolza in the calculus of variations , 1946 .