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Zh. Vychisl. Mat. Mat. Fiz., 2012, Volume 52, Number 11, Pages 1959–1975 (Mi zvmmf9749)  

This article is cited in 3 scientific papers (total in 3 papers)

On the influence of the critical Lagrange multipliers on the convergence rate of the multiplier method

A. F. Izmailov, E. I. Uskov

Faculty of Computational Mathematics and Cybernetics, Moscow State University, Moscow, 119991, Russia

Abstract: The paper is devoted to the analysis of the influence of the critical Lagrange multipliers on the convergence rate of the multiplier method and the efficiency of various techniques for accelerating the final stage of this method.

Key words: mathematical programming problem, augmented Lagrangian, method of multipliers, superlinear convergence, critical Lagrange multiplier, stabilized Newton–Lagrange method.

Full text: PDF file (377 kB)
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English version:
Computational Mathematics and Mathematical Physics, 2012, 52:11, 1504–1519

Bibliographic databases:

Document Type: Article
UDC: 519.626
Received: 30.05.2012

Citation: A. F. Izmailov, E. I. Uskov, “On the influence of the critical Lagrange multipliers on the convergence rate of the multiplier method”, Zh. Vychisl. Mat. Mat. Fiz., 52:11 (2012), 1959–1975; Comput. Math. Math. Phys., 52:11 (2012), 1504–1519

Citation in format AMSBIB
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    Citing articles on Google Scholar: Russian citations, English citations
    Related articles on Google Scholar: Russian articles, English articles

    This publication is cited in the following articles:
    1. A. F. Izmailov, M. V. Solodov, “Critical lagrange multipliers: what we currently know about them, how they spoil our lives, and what we can do about it”, Top, 23:1 (2015), 1–26  crossref  mathscinet  zmath  isi  scopus
    2. A. F. Izmailov, M. V. Solodov, E. I. Uskov, “Combining stabilized sqp with the augmented lagrangian algorithm”, Comput. Optim. Appl., 62:2 (2015), 405–429  crossref  mathscinet  zmath  isi  elib  scopus
    3. Ph. E. Gill, V. Kungurtsev, D. P. Robinson, “A stabilized SQP method: superlinear convergence”, Math. Program., 163:1-2 (2017), 369–410  crossref  mathscinet  zmath  isi  scopus
  • Журнал вычислительной математики и математической физики Computational Mathematics and Mathematical Physics
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