Primal-dual nonlinear rescaling method with dynamic scaling parameter update

Mathematical Programming

Volumn 106, Issue 2, 2006, Pages 237-259

  Griva, Igor ^a   Polyak, Roman A ^a  

^a GEORGE MASON UNIVERSITY   (United States)

Author keywords

Duality; Lagrangian; Multipliers method; Nonlinear rescaling; Primal dual

Indexed keywords

CONVERGENCE OF NUMERICAL METHODS; LAGRANGE MULTIPLIERS; NUMERICAL METHODS; OPTIMIZATION; PROBLEM SOLVING;

DUALITY; LAGRANGIAN; MULTIPLIERS METHOD; NONLINEAR RESCALING; PRIMAL-DUAL;

NONLINEAR PROGRAMMING;

EID: 31744440498     PISSN: 00255610     EISSN: 14364646     Source Type: Journal    
DOI: 10.1007/s10107-005-0603-6     Document Type: Article

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