| Article ID: | iaor19941165 |
| Country: | Switzerland |
| Volume: | 43 |
| Issue: | 1/4 |
| Start Page Number: | 219 |
| End Page Number: | 228 |
| Publication Date: | Oct 1993 |
| Journal: | Annals of Operations Research |
| Authors: | Hager William W. |
Two dual methods for solving constrained optimization problems are presented: the Dual Active Set algorithm and an algorithm combining an unconstrained minimization scheme, an augmented Lagrangean and multiplier updates. A new preconditioner is introduced that has a significant impact on the speed of convergence.