A primal-dual augmented Lagrangian

Computational Optimization and Applications

Volumn 51, Issue 1, 2012, Pages 1-25

  Gill, Philip E ^a   Robinson, Daniel P ^b  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b UNIVERSITY OF OXFORD   (United Kingdom)

Author keywords

Augmented Lagrangian methods; Bound constrained Lagrangian methods; Linearly constrained Lagrangian methods; Nonlinear constraints; Nonlinear programming; Primal dual methods; Sequential quadratic programming

Indexed keywords

AUGMENTED LAGRANGIAN METHODS; LAGRANGIAN METHODS; LINEARLY CONSTRAINED LAGRANGIAN METHODS; NON-LINEAR CONSTRAINTS; PRIMAL-DUAL METHODS; SEQUENTIAL QUADRATIC PROGRAMMING;

CONSTRAINED OPTIMIZATION; NONLINEAR PROGRAMMING;

LAGRANGE MULTIPLIERS;

EID: 84857189112     PISSN: 09266003     EISSN: 15732894     Source Type: Journal    
DOI: 10.1007/s10589-010-9339-1     Document Type: Review

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