Quadratic multiplier method convergence

Name: Quadratic multiplier method convergence
Creator: Rupp, R. D.
Keywords: 0209 industrial biotechnology, Numerical mathematical programming methods, Nonlinear programming, 0211 other engineering and technologies, 02 engineering and technology, Quadratic programming

Rupp, R. D.

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Journal of Optimizat...arrow_drop_down

Journal of Optimization Theory and Applications

Article . 1976 . Peer-reviewed

License: Springer TDM

Data sources: Crossref

zbMATH Open

Article . 1976

Data sources: zbMATH Open

https://dx.doi.org/10.1007/bf0...

Article

Data sources: Microsoft Academic Graph

Quadratic multiplier method convergence

descriptionPublicationkeyboard_double_arrow_right Article 01 Sep 1976 English Publisher:Springer Science and Business Media LLCJournal:Journal of Optimization Theory and Applications, volume 20, pages 1-12 (issn: 0022-3239, eissn: 1573-2878,

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Authors: Rupp, R. D.;

doi: 10.1007/bf00933344

Quadratic multiplier method convergence

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Abstract

In a recent paper (Ref. 1), the author briefly mentioned a variant of Hestenes' method of multipliers which would converge quadratically. This note examines that method in detail and provides some examples. In the quadratic-linear case, this algorithm converges in one iteration.

Related Organizations

State University of New York at Potsdam
United States
University at Albany, State University of New York
United States

Keywords

Numerical mathematical programming methods, Nonlinear programming, Quadratic programming

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