Electronic Resource
Springer
Journal of optimization theory and applications
21 (1977), S. 137-174
ISSN:
1573-2878
Keywords:
Augmented penalty function
;
method of multipliers
;
penalty function methods
;
nonlinear programming
;
mathematical programming
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract This paper describes an accelerated multiplier method for solving the general nonlinear programming problem. The algorithm poses a sequence of unconstrained optimization problems. The unconstrained problems are solved using a rank-one recursive algorithm described in an earlier paper. Multiplier estimates are obtained by minimizing the error in the Kuhn-Tucker conditions using a quadratic programming algorithm. The convergence of the sequence of unconstrained problems is accelerated by using a Newton-Raphson extrapolation process. The numerical effectiveness of the algorithm is demonstrated on a relatively large set of test problems.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF00932517
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