Convergence of augmented Lagrangian methods in extensions beyond nonlinear programming
R. T. Rockafellar
Topics & Concepts
Augmented Lagrangian methodMathematicsSaddle pointConvergence (economics)Mathematical optimizationLocal convergenceNonlinear programmingNonlinear systemDuality (order theory)Lagrange multiplierClass (philosophy)Applied mathematicsLagrangianComputer scienceIterative methodDiscrete mathematicsGeometryPhysicsQuantum mechanicsEconomic growthArtificial intelligenceEconomicsOptimization and Variational AnalysisAdvanced Optimization Algorithms ResearchSparse and Compressive Sensing Techniques