Approximation procedures based on the method of multipliers

D. P. Bertsekas

doi:10.1007/BF00933293

Approximation procedures based on the method of multipliers

D. P. Bertsekas

Research output: Contribution to journal › Article › peer-review

40 Scopus citations

Abstract

In this paper, we consider a method for solving certain optimization problems with constraints, nondifferentiabilities, and other ill-conditioning terms in the cost functional by approximating them by well-behaved optimization problems. The approach is based on methods of multipliers. The convergence properties of the methods proposed can be inferred from corresponding properties of multiplier methods with partial elimination of constraints. A related analysis is provided in this paper.

Original language	English (US)
Pages (from-to)	487-510
Number of pages	24
Journal	Journal of Optimization Theory and Applications
Volume	23
Issue number	4
DOIs	https://doi.org/10.1007/BF00933293
State	Published - Dec 1977
Externally published	Yes

Keywords

Approximation
Chebyshev approximation
minimax problems
multiplier methods
nonlinear programming

ASJC Scopus subject areas

Control and Optimization
Management Science and Operations Research
Applied Mathematics

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10.1007/BF00933293

Cite this

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year = "1977",

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AB - In this paper, we consider a method for solving certain optimization problems with constraints, nondifferentiabilities, and other ill-conditioning terms in the cost functional by approximating them by well-behaved optimization problems. The approach is based on methods of multipliers. The convergence properties of the methods proposed can be inferred from corresponding properties of multiplier methods with partial elimination of constraints. A related analysis is provided in this paper.

KW - Approximation

KW - Chebyshev approximation

KW - minimax problems

KW - multiplier methods

KW - nonlinear programming

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JO - Journal of Optimization Theory and Applications

JF - Journal of Optimization Theory and Applications

IS - 4

ER -

Approximation procedures based on the method of multipliers

Abstract

Keywords

ASJC Scopus subject areas

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