Augmented Lagrangian active set methods for obstacle problems

Journal of Optimization Theory and Applications

Volumn 119, Issue 3, 2003, Pages 499-533

  Karkkainen T ^a   Kunisch, K ^b   Tarvainen, P ^c  

^a UNIVERSITY OF JYVÄSKYLÄ   (Finland)

^b UNIVERSITY OF GRAZ   (Austria)

^c Numerola Oy   (Finland)

Author keywords

Active set strategies; Augmented Lagrangian methods; Multigrid and multilevel methods; Obstacle problems

Indexed keywords

CONSTRAINED OPTIMIZATION; NUMERICAL METHODS;

ACTIVE SET STRATEGY; ACTIVE SETS; ACTIVE-SET METHODS; AUGMENTED LAGRANGIAN METHODS; AUGMENTED LAGRANGIANS; MULTIGRID METHODS; MULTILEVEL METHOD; OBSTACLE PROBLEMS; PRIMAL-DUAL FORMULATIONS; TWO-DIMENSIONAL;

LAGRANGE MULTIPLIERS;

EID: 0345058956     PISSN: 00223239     EISSN: None     Source Type: Journal    
DOI: 10.1023/B:JOTA.0000006687.57272.b6     Document Type: Article

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