On the convergence properties of second-order multiplier methods

Research output: Contribution to journalArticlepeer-review

5 Scopus citations

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 languageEnglish (US)
Pages (from-to)443-449
Number of pages7
JournalJournal of Optimization Theory and Applications
Volume25
Issue number3
DOIs
StatePublished - Jul 1978
Externally publishedYes

Keywords

  • Multiplier methods
  • Newton's method
  • quadratic convergence

ASJC Scopus subject areas

  • Control and Optimization
  • Management Science and Operations Research
  • Applied Mathematics

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