CONVERGENCE RATE OF PENALTY AND MULTIPLIER METHODS.

D. P. Bertsekas

doi:10.1109/cdc.1973.269172

CONVERGENCE RATE OF PENALTY AND MULTIPLIER METHODS.

D. P. Bertsekas

Research output: Contribution to conference › Paper › peer-review

10 Scopus citations

Abstract

An analysis of penalty and multiplier methods for constrained minimization contained in certain previous papers by this author, are summarized. Global convergencce and rate of convergence results for multiplier methods are described, as well as a global duality theory for nonconvex problems. A main qualitative conclusion is that multiplier methods avoid to a substantial extent the traditional disadvantages of penalty methods (ill-conditioning, slow convergence) while retaining all of their attractive features.

Original language	English (US)
Pages	260-264
Number of pages	5
DOIs	https://doi.org/10.1109/cdc.1973.269172
State	Published - 1973
Externally published	Yes
Event	IEEE Conf on Decis and Control, incl Symp on Adapt Processes, 12th, Proc, Dec 5-7 1973 - San Diego, CA, USA Duration: Dec 5 1973 → Dec 7 1973

Conference

Conference	IEEE Conf on Decis and Control, incl Symp on Adapt Processes, 12th, Proc, Dec 5-7 1973
City	San Diego, CA, USA
Period	12/5/73 → 12/7/73

ASJC Scopus subject areas

General Engineering

Access to Document

10.1109/cdc.1973.269172

Cite this

@conference{7b8780e98794446483eb54a844ffdac9,

title = "CONVERGENCE RATE OF PENALTY AND MULTIPLIER METHODS.",

abstract = "An analysis of penalty and multiplier methods for constrained minimization contained in certain previous papers by this author, are summarized. Global convergencce and rate of convergence results for multiplier methods are described, as well as a global duality theory for nonconvex problems. A main qualitative conclusion is that multiplier methods avoid to a substantial extent the traditional disadvantages of penalty methods (ill-conditioning, slow convergence) while retaining all of their attractive features.",

author = "Bertsekas, {D. P.}",

year = "1973",

doi = "10.1109/cdc.1973.269172",

language = "English (US)",

pages = "260--264",

note = "IEEE Conf on Decis and Control, incl Symp on Adapt Processes, 12th, Proc, Dec 5-7 1973 ; Conference date: 05-12-1973 Through 07-12-1973",

}

TY - CONF

T1 - CONVERGENCE RATE OF PENALTY AND MULTIPLIER METHODS.

AU - Bertsekas, D. P.

PY - 1973

Y1 - 1973

N2 - An analysis of penalty and multiplier methods for constrained minimization contained in certain previous papers by this author, are summarized. Global convergencce and rate of convergence results for multiplier methods are described, as well as a global duality theory for nonconvex problems. A main qualitative conclusion is that multiplier methods avoid to a substantial extent the traditional disadvantages of penalty methods (ill-conditioning, slow convergence) while retaining all of their attractive features.

AB - An analysis of penalty and multiplier methods for constrained minimization contained in certain previous papers by this author, are summarized. Global convergencce and rate of convergence results for multiplier methods are described, as well as a global duality theory for nonconvex problems. A main qualitative conclusion is that multiplier methods avoid to a substantial extent the traditional disadvantages of penalty methods (ill-conditioning, slow convergence) while retaining all of their attractive features.

UR - http://www.scopus.com/inward/record.url?scp=0015744627&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=0015744627&partnerID=8YFLogxK

U2 - 10.1109/cdc.1973.269172

DO - 10.1109/cdc.1973.269172

M3 - Paper

AN - SCOPUS:0015744627

SP - 260

EP - 264

T2 - IEEE Conf on Decis and Control, incl Symp on Adapt Processes, 12th, Proc, Dec 5-7 1973

Y2 - 5 December 1973 through 7 December 1973

ER -

CONVERGENCE RATE OF PENALTY AND MULTIPLIER METHODS.

Abstract

Conference

ASJC Scopus subject areas

Access to Document

Other files and links

Cite this