Displaying similar documents to “Dual method for solving a special problem of quadratic programming as a subproblem at nonlinear minimax approximation”

Lagrange multipliers estimates for constrained minimization.

Laureano F. Escudero (1981)

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We discuss in this work the first-order, second-order and pseudo-second-order estimations of Lagrange multipliers in nonlinear constrained minimization. The paper also justifies estimations and strategies that are used by two nonlinear programming algorithms that are also briefly described.

Zero or near-to-zero Lagrange multipliers in linearly constrained nonlinear programming.

Laureano F. Escudero (1982)

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We discuss in this work the using of Lagrange multipliers estimates in linearly constrained nonlinear programming algorithms and the implication of zero or near-to-zero Lagrange multipliers. Some methods for estimating the tendency of the multipliers are proposed in the context of a given algorithm.