Abstract
The purpose of this note is to provide some estimates relating to Newton-type methods of multipliers. These estimates can be used to infer that convergence in such methods can be achieved for an arbitrary choice of the initial multiplier vector by selecting the penalty parameter sufficiently large.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 443-449 |
| Number of pages | 7 |
| Journal | Journal of Optimization Theory and Applications |
| Volume | 25 |
| Issue number | 3 |
| DOIs | |
| State | Published - Jul 1978 |
| Externally published | Yes |
Keywords
- Multiplier methods
- Newton's method
- quadratic convergence
ASJC Scopus subject areas
- Control and Optimization
- Management Science and Operations Research
- Applied Mathematics