A globally convergent linearly constrained lagrangian method for nonlinear optimization

SIAM Journal on Optimization

Volumn 15, Issue 3, 2005, Pages 863-897

  Friedlander, Michael P ^a   Saunders, Michael A ^b  

^a UNIVERSITY OF BRITISH COLUMBIA   (Canada)

^b Stanford University   (United States)

Author keywords

Augmented Lagrangian; Large scale optimization; Nonlinear inequality constraints; Nonlinear programming

Indexed keywords

AUGMENTED LAGRANGIAN; LARGE-SCALE OPTIMIZATION; NONLINEAR INEQUALITY CONSTRAINTS; NONLINEAR OPTIMIZATION;

ALGORITHMS; CONVERGENCE OF NUMERICAL METHODS; NONLINEAR PROGRAMMING; OPTIMIZATION; PROBLEM SOLVING; ROBUSTNESS (CONTROL SYSTEMS);

LAGRANGE MULTIPLIERS;

EID: 19844373567     PISSN: 10526234     EISSN: None     Source Type: Journal    
DOI: 10.1137/S1052623402419789     Document Type: Article

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