Displaying similar documents to “A Note on Embeddings for the Augmented Lagrange Method”

A modified standard embedding for linear complementarity problems

Sira Allende Allonso, Jürgen Guddat, Dieter Nowack (2004)

Kybernetika

Similarity:

We propose a modified standard embedding for solving the linear complementarity problem (LCP). This embedding is a special one-parametric optimization problem P ( t ) , t ∈ [ 0 , 1 ] . Under the conditions (A3) (the Mangasarian–Fromovitz Constraint Qualification is satisfied for the feasible set M ( t ) depending on the parameter t ), (A4) ( P ( t ) is Jongen–Jonker– Twilt regular) and two technical assumptions, (A1) and (A2), there exists a path in the set of stationary points connecting the chosen starting point for P ( 0 ) ...

Lagrange multipliers estimates for constrained minimization.

Laureano F. Escudero (1981)

Qüestiió

Similarity:

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.

Penalties, Lagrange multipliers and Nitsche mortaring

Christian Grossmann (2010)

Discussiones Mathematicae, Differential Inclusions, Control and Optimization

Similarity:

Penalty methods, augmented Lagrangian methods and Nitsche mortaring are well known numerical methods among the specialists in the related areas optimization and finite elements, respectively, but common aspects are rarely available. The aim of the present paper is to describe these methods from a unifying optimization perspective and to highlight some common features of them.

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

Laureano F. Escudero (1982)

Qüestiió

Similarity:

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.

On dual vector optimization and shadow prices

Letizia Pellegrini (2010)

RAIRO - Operations Research

Similarity:

In this paper we present the image space analysis, based on a general separation scheme, with the aim of studying Lagrangian duality and shadow prices in Vector Optimization. Two particular kinds of separation are considered; in the linear case, each of them is applied to the study of sensitivity analysis, and it is proved that the derivatives of the perturbation function can be expressed in terms of vector Lagrange multipliers or shadow prices.

Dual method for solving a special problem of quadratic programming as a subproblem at nonlinear minimax approximation

Ladislav Lukšan (1986)

Aplikace matematiky

Similarity:

The paper describes the dual method for solving a special problem of quadratic programming as a subproblem at nonlinear minimax approximation. Two cases are analyzed in detail, differring in linear dependence of gradients of the active functions. The complete algorithm of the dual method is presented and its finite step convergence is proved.