A GLOBALLY CONVERGENT, IMPLEMENTABLE MULTIPLIER METHOD WITH AUTOMATIC PENALTY LIMITATION

被引：15

作者：

POLAK, E ^{[1
]}

TITS, AL ^{[1
]}

机构：

[1] UNIV CALIF BERKELEY,ELECTR RES LAB,BERKELEY,CA 94720

来源：

关键词：

D O I：

10.1007/BF01442901

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

引用

页码：335 / 360

页数：26

共 26 条

[1]

[Anonymous], 1971, COMPUTATIONAL METHOD

BERTSEKAS, DP .

SIAM JOURNAL ON CONTROL, 1975, 13 (03) :521-544

[3]

BERTSEKAS DP, 1973, SIAM J CONTROL, V11, P637, DOI 10.1137/0311049

[4] CONVERGENCE PROPERTIES OF 2ND ORDER MULTIPLIER METHODS [J].

BERTSEKAS, DP .

[5]

BERTSEKAS DP, 1979, DEC P C GEN LAGR SYS

[6]

BUYS JD, 1972, THESIS RIJKS U LEIDE

[7]

Demjanov V.F., 1968, J COMPUT SYST SCI, V2, P342, DOI [10.1016/S0022-0000(68)80034-0, DOI 10.1016/S0022-0000(68)80034-0]

[8]

Demyanov V., 1968, USSR COMP MATH MATH, V8, P1

[9]

Fletcher R., 1974, Numerical methods for constrained optimization, P219

[10]

FLETCHER R, 1975, J I MATH APPL, V15, P319