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// Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki
// Archive
Zh. Vychisl. Mat. Mat. Fiz.,
2012
Volume 52,
Number 11,
Pages
1959–1975
(Mi zvmmf9749)
This article is cited in
3
papers
On the influence of the critical Lagrange multipliers on the convergence rate of the multiplier method
A. F. Izmailov
,
E. I. Uskov
Faculty of Computational Mathematics and Cybernetics, Moscow State University, Moscow, 119991, Russia
Abstract:
The paper is devoted to the analysis of the influence of the critical Lagrange multipliers on the convergence rate of the multiplier method and the efficiency of various techniques for accelerating the final stage of this method.
Key words:
mathematical programming problem, augmented Lagrangian, method of multipliers, superlinear convergence, critical Lagrange multiplier, stabilized Newton–Lagrange method.
UDC:
519.626
Received:
30.05.2012
Fulltext:
PDF file (377 kB)
References
Cited by
English version:
Computational Mathematics and Mathematical Physics, 2012,
52
:11,
1504–1519
Bibliographic databases:
©
Steklov Math. Inst. of RAS
, 2024
Fulltext:
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