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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2012, Volume 52, Number 12, Pages 2140–2148
(Mi zvmmf9805)
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This article is cited in 1 scientific paper (total in 1 paper)
Multiplier methods for optimization problems with Lipschitzian derivatives
A. F. Izmailov, A. S. Kurennoy M. V. Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics
Abstract:
Optimization problems for which the objective function and the constraints have locally Lipschitzian derivatives but are not assumed to be twice differentiable are examined. For such problems, analyses of the local convergence and the convergence rate of the multiplier (or the augmented Lagrangian) method and the linearly constraint Lagrangian method are given.
Key words:
mathematical programming problem, augmented Lagrangian, multiplier method, linearized constraints, Newtonian iterative scheme.
Received: 30.05.2012
Citation:
A. F. Izmailov, A. S. Kurennoy, “Multiplier methods for optimization problems with Lipschitzian derivatives”, Zh. Vychisl. Mat. Mat. Fiz., 52:12 (2012), 2140–2148; Comput. Math. Math. Phys., 52:12 (2012), 1603–1611
Linking options:
https://www.mathnet.ru/eng/zvmmf9805 https://www.mathnet.ru/eng/zvmmf/v52/i12/p2140
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Abstract page: | 270 | Full-text PDF : | 91 | References: | 58 | First page: | 21 |
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