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.