论文信息 - COMBINED PRIMAL-DUAL AND PENALTY METHODS FOR CONSTRAINED MINIMIZATION* - 字舞流文

COMBINED PRIMAL-DUAL AND PENALTY METHODS FOR CONSTRAINED MINIMIZATION*

In this paper we consider a class of combined primal-dual and penalty methods often called methods of multipliers. The analysis focuses mainly on the rate of convergence of these methods. It is sho...

[1] L. Kantorovich,et al. Functional analysis in normed spaces , 1952 .

[2] J. B. Rosen,et al. Construction of nonlinear programming test problems , 1965 .

[3] M. Powell. A method for nonlinear constraints in minimization problems , 1969 .

[4] M. Hestenes. Multiplier and gradient methods , 1969 .

[5] James M. Ortega,et al. Iterative solution of nonlinear equations in several variables , 2014, Computer science and applied mathematics.

[6] A. V. Levy,et al. Use of the augmented penalty function in mathematical programming problems, part 1 , 1971 .

[7] Elijah Polak,et al. Computational methods in optimization , 1971 .

[8] D. Bertsekas,et al. A new penalty function method for constrained minimization , 1972, CDC 1972.

[9] R. D. Rupp. Approximation of the classical isoperimetric problem , 1972 .

[10] A. V. Levy,et al. On the method of multipliers for mathematical programming problems , 1972 .

[11] Floyd J. Gould,et al. A general saddle point result for constrained optimization , 1973, Math. Program..

[12] O. Mangasarian. Unconstrained Lagrangians in Nonlinear Programming , 1975 .

[13] Robert Mifflin. Convergence bounds for nonlinear programming algorithms , 1975, Math. Program..