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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2011, Volume 51, Number 1, Pages 3–23 (Mi zvmmf8042)  
This article is cited in 5 scientific papers (total in 5 papers)

On the limiting properties of dual trajectories in the Lagrange multipliers method

A. F. Izmailov

Faculty of Computational Mathematics and Cybernetics, Moscow State University, Moscow, 119991 Russia
Full-text PDF (398 kB) Citations (5)
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Abstract: For the method of Lagrange multipliers (i.e., augmented Lagrangians), possible and typical scenarios for the asymptotic behavior of dual trajectories are examined in the case where the Lagrange multiplier is nonunique. The influence of these scenarios on the convergence rate is also investigated.
Key words: mathematical programming problem, augmented Lagrangian, method of multipliers, superlinear convergence, critical Lagrange multiplier.
Received: 09.08.2010
English version:
Computational Mathematics and Mathematical Physics, 2011, Volume 51, Issue 1, Pages 1–20
DOI: https://doi.org/10.1134/S0965542511010106
Bibliographic databases:
Document Type: Article
UDC: 519.926
Language: Russian
Citation: A. F. Izmailov, “On the limiting properties of dual trajectories in the Lagrange multipliers method”, Zh. Vychisl. Mat. Mat. Fiz., 51:1 (2011), 3–23; Comput. Math. Math. Phys., 51:1 (2011), 1–20
Citation in format AMSBIB
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    • This publication is cited in the following 5 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Журнал вычислительной математики и математической физики Computational Mathematics and Mathematical Physics
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    Abstract page:400
    Full-text PDF :127
    References:66
    First page:15
     
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