The use of Hestenes' method of multipliers to resolve dual gaps in engineering system optimization

Journal of Optimization Theory and Applications

Volumn 15, Issue 3, 1975, Pages 285-309

  Stephanopoulos, G ^a   Westerberg, A W ^a  

^a UNIVERSITY OF FLORIDA   (United States)

Author keywords

Decomposition methods; duality theory; engineering design; mathematical programming; method of multipliers; nonconvex programming

Indexed keywords

ENGINEERING - COMPUTER AIDED DESIGN;

OPTIMIZATION;

MATHEMATICAL PROGRAMMING;

EID: 0016483032     PISSN: 00223239     EISSN: 15732878     Source Type: Journal    
DOI: 10.1007/BF00933339     Document Type: Article

References (17)

1. Everett, H., III, Generalized Lagrange Multiplier Method for Solving Problems of Optimum Allocation of Resources, Operations Research, Vol. 11, No. 3, 1963.
2. Greenberg, H. J., and Pierskalla, W. P., Surrogate Mathematical Programs, Operations Research, Vol. 18, No. 5, 1970.
3. Loane, E. P., An Algorithm to Solve Finite Separable Constrained Optimization Problems, Operations Research, Vol. 19, No. 6, 1971.
4. Bellmore, M., Greenberg, H. J., and Jarvis, J. J., Generalized Penalty Function Concepts in Mathematical Optimization, Operations Research, Vol. 18, No. 2, 1970.
5. Falk, J. E., and Soland, R. M., An Algorithm for Separable Nonconvex Programming Problems, Management Science, Vol. 15, No. 9, 1969.
6. Soland, R. M., An Algorithm for Separable Non-Convex Programming Problems II: Non-Convex Constraints, Management Science, Vol. 17, No. 11, 1971.
7. Hestenes, M. R., Multiplier and Gradient Methods, Journal of Optimization Theory and Applications, Vol. 4, No. 5, 1969.
8. Miele, A., Moseley, P. E., Levy, A. V., and Coggins, G. M., On the Method of Multipliers for Mathematical Programming Problems, Journal of Optimization Theory and Applications, Vol. 10, No. 1, 1972.