
doi: 10.1007/bf00938447
Implementation of the penalty function method for constrained optimization poses numerical difficulties as the penalty parameter increases. To offset this problem, one often resorts to Newton's method. In this note, working in the context of the penalty function method, we establish an intimate connection between the second-order updating formulas which result from Newton's method on the primal problem and Newton's on the dual problem.
Lagrange multipliers, Newton's method, Numerical mathematical programming methods, Numerical methods based on nonlinear programming, Nonlinear programming, Other numerical methods in calculus of variations, second- order updating formulas, constrained optimization
Lagrange multipliers, Newton's method, Numerical mathematical programming methods, Numerical methods based on nonlinear programming, Nonlinear programming, Other numerical methods in calculus of variations, second- order updating formulas, constrained optimization
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