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On superlinear multiplier update methods for partial augmented Lagrangian techniques.

Eugenio Mijangos — 2002

Qüestiió

The minimization of a nonlinear function with linear and nonlinear constraints and simple bounds can be performed by minimizing an augmented Lagrangian function, including only the nonlinear constraints. This procedure is particularly interesting in case that the linear constraints are flow conservation equations, as there exist efficient techniques to solve nonlinear network problems. It is then necessary to estimate their multipliers, and variable reduction techniques can be used to carry out...

On the compatibility of classical multiplier estimates with variable reduction techniques when there are nonlinear inequality constraints.

Eugenio Mijangos Fernández;  Narcís Nabona Francisco — 1999

Qüestiió

The minimization of a nonlinear function subject to linear and nonlinear equality constraints and simple bounds can be performed through minimizing a partial augmented Lagrangian function subject only to linear constraints and simple bounds by variable reduction techniques. The first-order procedure for estimating the multiplier of the nonlinear equality constraints through the Kuhn-Tucker conditions is analyzed and compared to that of Hestenes-Powell. There is a method which identifies those major...

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