Dual method for solving a special problem of quadratic programming as a subproblem at linearly constrained nonlinear minimax approximation
Ladislav Lukšan (1984)
Kybernetika
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Displaying similar documents to “On the penalty approximation of quadratic programming problem”
Dual method for solving a special problem of quadratic programming as a subproblem at linearly constrained nonlinear minimax approximation
Numerical solution of boundary value problems for selfadjoint differential equations of th order
Jiří Taufer (2004)
Applications of Mathematics
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The paper is devoted to solving boundary value problems for self-adjoint linear differential equations of th order in the case that the corresponding differential operator is self-adjoint and positive semidefinite. The method proposed consists in transforming the original problem to solving several initial value problems for certain systems of first order ODEs. Even if this approach may be used for quite general linear boundary value problems, the new algorithms described here exploit...
A compact variable metric algorithm for linearly constrained nonlinear minimax approximation
Ladislav Lukšan (1985)
Kybernetika
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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
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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...
Lagrange multipliers estimates for constrained minimization.
Laureano F. Escudero (1981)
Qüestiió
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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.