A variant of the Penalty Lagrangean Method under linear constraints

A variant of the Penalty Lagrangean Method under linear constraints

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Article ID: iaor19931565
Country: Brazil
Volume: 1
Issue: 1
Start Page Number: 35
End Page Number: 42
Publication Date: Aug 1988
Journal: Investigacin Operativa
Authors:
Keywords: gradient methods, lagrange multipliers
Abstract:

An adaptation of the variant of the Penalty Lagrangean method of Hestenes-Powell-Rockafellar, proposed by one of the authors under linear constraints, is presented. This method preserves all or parts of the linear constraints in such a way that its own feature, and, eventually, its particular structure, is explored.

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