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: | Contesse L. |
Keywords: | gradient methods, lagrange multipliers |
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.