Properties of updating methods for the multipliers in augmented Lagrangians
(1979) In Journal of Optimization Theory and Applications 28(2). p.135-156- Abstract
- The convergence properties of different updating methods for the multipliers in augmented Lagrangians are considered. It is assumed that the updating of the multipliers takes place after each line search of a quasi-Newton method. Two of the updating methods are shown to be linearly convergent locally, while a third method has superlinear convergence locally. Modifications of the algorithms to ensure global convergence are considered. The results of a computational comparison with other methods are presented.
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- author
- Glad, Torkel
- organization
- publishing date
- 1979
- type
- Contribution to journal
- publication status
- published
- subject
- in
- Journal of Optimization Theory and Applications
- volume
- 28
- issue
- 2
- pages
- 135 - 156
- publisher
- Springer
- external identifiers
-
- scopus:0018481856
- ISSN
- 0022-3239
- DOI
- 10.1007/BF00933239
- language
- English
- LU publication?
- no
- id
- ff75bf70-cd04-486a-8852-f119683cc8fb
- date added to LUP
- 2018-12-09 17:08:44
- date last changed
- 2021-08-29 05:13:19
@article{ff75bf70-cd04-486a-8852-f119683cc8fb, abstract = {{The convergence properties of different updating methods for the multipliers in augmented Lagrangians are considered. It is assumed that the updating of the multipliers takes place after each line search of a quasi-Newton method. Two of the updating methods are shown to be linearly convergent locally, while a third method has superlinear convergence locally. Modifications of the algorithms to ensure global convergence are considered. The results of a computational comparison with other methods are presented.}}, author = {{Glad, Torkel}}, issn = {{0022-3239}}, language = {{eng}}, number = {{2}}, pages = {{135--156}}, publisher = {{Springer}}, series = {{Journal of Optimization Theory and Applications}}, title = {{Properties of updating methods for the multipliers in augmented Lagrangians}}, url = {{http://dx.doi.org/10.1007/BF00933239}}, doi = {{10.1007/BF00933239}}, volume = {{28}}, year = {{1979}}, }