CONVERGENCE RATE OF PENALTY AND MULTIPLIER METHODS.

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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 languageEnglish (US)
Pages260-264
Number of pages5
DOIs
StatePublished - 1973
Externally publishedYes
EventIEEE Conf on Decis and Control, incl Symp on Adapt Processes, 12th, Proc, Dec 5-7 1973 - San Diego, CA, USA
Duration: Dec 5 1973Dec 7 1973

Conference

ConferenceIEEE Conf on Decis and Control, incl Symp on Adapt Processes, 12th, Proc, Dec 5-7 1973
CitySan Diego, CA, USA
Period12/5/7312/7/73

ASJC Scopus subject areas

  • Engineering(all)

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