Augmented penalty algorithms

IMA Journal of Numerical Analysis

Volumn 18, Issue 3, 1998, Pages 355-372

  Dussault, Jean Pierre ^a  

^a UNIVERSITÉ DE SHERBROOKE   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

APPROXIMATION THEORY; CONSTRAINED OPTIMIZATION; ITERATIVE METHODS; LINEAR SYSTEMS;

APPROXIMATE SOLUTION; AUGMENTED LAGRANGIAN FUNCTIONS; AUGMENTED LAGRANGIAN METHODS; AUGMENTED LAGRANGIANS; EQUALITY-CONSTRAINED OPTIMIZATION; INEQUALITY CONSTRAINED OPTIMIZATION; RATE OF CONVERGENCE; SUPERLINEAR CONVERGENCE;

LAGRANGE MULTIPLIERS;

EID: 0032387471     PISSN: 02724979     EISSN: None     Source Type: Journal    
DOI: 10.1093/imanum/18.3.355     Document Type: Article

References (13)

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11. HOCK, W., & SCHITTKOWSKI, K. 1981 Test Examples for Nonlinear Programming codes (Springer Lecture notes in Economics and Mathematical Systems 187). Berlin: Springer.
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13. SCILAB GROUP. ψ lab. Institut National de Recherche en Informatique et Automatique, Domaine de Voluceau, Rocquencourt, B.P. 105, 78153, Le Chesnay Cedex, France, Email: Scilab@inria.fr. SCILAB is registered at 'Agence pour la protection des programmes (APP)' under the number 93-27-011-00.