Displaying similar documents to “Zero or near-to-zero Lagrange multipliers in linearly constrained nonlinear programming.”

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.

On superlinear multiplier update methods for partial augmented Lagrangian techniques.

Eugenio Mijangos (2002)

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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...

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

Ladislav Lukšan (1986)

Aplikace matematiky

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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.

On diagonally preconditioning the 2-steps BFGS method with accumulated steps for supra-scale linearly constrained nonlinear programming.

Laureano F. Escudero (1982)

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We present an algorithm for supra-scale linearly constrained nonlinear programming (LNCP) based on the Limited-Storage Quasi-Newton's method. In large-scale programming solving the reduced Newton equation at each iteration can be expensive and may not be justified when far from a local solution; besides, the amount of storage required by the reduced Hessian matrix, and even the computing time for its Quasi-Newton approximation, may be prohibitive. An alternative based on the reduced...

Lower bounds strategies in combinatorial nonlinear programming. A case study: Energy generators maintenance and operation scheduling.

Laureano F. Escudero (1981)

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The Generator Maintenance and Operation Scheduling problem is presented as large-scale mixed integer non-linear programming case. Several relaxations of the integrality condition on the variables are discussed. The optimal solution of the model based on these relaxations is viewed as the lower bound of the optimal solution in the original problem. A continuous constrained non-linear programming algorithm is used in the optimization of the relaxed formulation. Computational experience...