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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2012, Volume 52, Number 12, Pages 2140–2148 (Mi zvmmf9805)  
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
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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
English version:
Computational Mathematics and Mathematical Physics, 2012, Volume 52, Issue 12, Pages 1603–1611
DOI: https://doi.org/10.1134/S0965542512120081
Bibliographic databases:
Document Type: Article
UDC: 519.626
Language: Russian
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
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    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    		Журнал вычислительной математики и математической физики Computational Mathematics and Mathematical Physics
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