Displaying similar documents to “Lagrange multipliers estimates for constrained minimization.”

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.

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.