Multiplier methods: A survey

Dimitri P. Bertsekas

doi:10.1016/0005-1098(76)90077-7

Multiplier methods: A survey

Dimitri P. Bertsekas

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

230 Scopus citations

Abstract

The purpose of this paper is to provide a survey of convergence and rate of convergence aspects of a class of recently proposed methods for constrained minimization-the, so-called, multiplier methods. The results discussed highlight the operational aspects of multiplier methods and demonstrate their significant advantages over ordinary penalty methods.

Original language	English (US)
Pages (from-to)	133-145
Number of pages	13
Journal	Automatica
Volume	12
Issue number	2
DOIs	https://doi.org/10.1016/0005-1098(76)90077-7
State	Published - Mar 1976
Externally published	Yes

ASJC Scopus subject areas

Control and Systems Engineering
Electrical and Electronic Engineering

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10.1016/0005-1098(76)90077-7

Cite this

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title = "Multiplier methods: A survey",

abstract = "The purpose of this paper is to provide a survey of convergence and rate of convergence aspects of a class of recently proposed methods for constrained minimization-the, so-called, multiplier methods. The results discussed highlight the operational aspects of multiplier methods and demonstrate their significant advantages over ordinary penalty methods.",

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

note = "Funding Information: {"}~ This work was supported in part by the Joint Services Electronics Program (U.S. Army, U.S. Navy and U.S. Air Force) under Contract DAAB-07-72-C-0259, by the U.S. Air Force under Grant AFOSR-73-2570 and by the National Science Foundation under Grant ENG-74-19332.",

year = "1976",

month = mar,

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PY - 1976/3

Y1 - 1976/3

N2 - The purpose of this paper is to provide a survey of convergence and rate of convergence aspects of a class of recently proposed methods for constrained minimization-the, so-called, multiplier methods. The results discussed highlight the operational aspects of multiplier methods and demonstrate their significant advantages over ordinary penalty methods.

AB - The purpose of this paper is to provide a survey of convergence and rate of convergence aspects of a class of recently proposed methods for constrained minimization-the, so-called, multiplier methods. The results discussed highlight the operational aspects of multiplier methods and demonstrate their significant advantages over ordinary penalty methods.

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JO - Automatica

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Multiplier methods: A survey

Abstract

ASJC Scopus subject areas

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