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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2012, Volume 52, Number 11, Pages 1959–1975 (Mi zvmmf9749)  
This article is cited in 3 scientific papers (total in 3 papers)

On the influence of the critical Lagrange multipliers on the convergence rate of the multiplier method

A. F. Izmailov, E. I. Uskov

Faculty of Computational Mathematics and Cybernetics, Moscow State University, Moscow, 119991, Russia
Full-text PDF (377 kB) Citations (3)
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Abstract: The paper is devoted to the analysis of the influence of the critical Lagrange multipliers on the convergence rate of the multiplier method and the efficiency of various techniques for accelerating the final stage of this method.
Key words: mathematical programming problem, augmented Lagrangian, method of multipliers, superlinear convergence, critical Lagrange multiplier, stabilized Newton–Lagrange method.
Received: 30.05.2012
English version:
Computational Mathematics and Mathematical Physics, 2012, Volume 52, Issue 11, Pages 1504–1519
DOI: https://doi.org/10.1134/S0965542512110073
Bibliographic databases:
Document Type: Article
UDC: 519.626
Language: Russian
Citation: A. F. Izmailov, E. I. Uskov, “On the influence of the critical Lagrange multipliers on the convergence rate of the multiplier method”, Zh. Vychisl. Mat. Mat. Fiz., 52:11 (2012), 1959–1975; Comput. Math. Math. Phys., 52:11 (2012), 1504–1519
Citation in format AMSBIB
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    • This publication is cited in the following 3 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:325
    Full-text PDF :121
    References:56
    First page:23
     
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