On the convergence properties of second-order multiplier methods. (English) Zbl 0362.65041


65H10 Numerical computation of solutions to systems of equations
Full Text: DOI


[1] Bertsekas, D. P.,Multiplier Methods: A Survey, Automatica, Vol. 12, pp. 133-145, 1976. · Zbl 0321.49027
[2] Bertsekas, D. P.,On Penalty and Multiplier Methods for Constrained Minimization, SIAM Journal on Control and Optimization, Vol. 14, pp. 216-235, 1976. · Zbl 0324.49029
[3] Tapia, R. A.,Newton’s Method for Optimization Problems with Equality Constraints, SIAM Journal on Numerical Analysis, Vol. 11, pp. 874-886, 1974. · Zbl 0306.90065
[4] Tapia, R. A.,Diagonalized Multiplier Methods and Quasi-Newton Methods for Constrained Optimization, Journal of Optimization Theory and Applications, Vol. 22, pp. 135-194, 1977. · Zbl 0336.65034
[5] Han, S. P.,Dual Variable Metric Algorithms for Constrained Optimization, SIAM Journal on Control and Optimization, Vol. 15, pp. 546-565, 1977. · Zbl 0361.90074
[6] Bertsekas, D. P.,Convergence Rate of Penalty and Multiplier Methods, Proceedings of 1973 IEEE Conference on Decision and Control, San Diego, California, pp. 260-264, 1973.
[7] Polyak, V. T., andTretyakov, N. V.,The Method of Penalty Estimates for Conditional Extremum Problems, USSR Computational Mathematics and Mathematical Physics, Vol. 13, pp. 42-58, 1974. · Zbl 0273.90055
[8] Bertsekas, D. P.,Combined Penalty and Lagrangian Methods for Constrained Optimization, University of Illinois, Urbana, Illinois, Coordinated Science Laboratory, Working Paper, 1977.
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. It attempts to reflect the references listed in the original paper as accurately as possible without claiming the completeness or perfect precision of the matching.