Die methode der sukzessiven stützhalbräume zur lösung konvcxer optimierungsaufgaben
作者:
Christian Grossmann,
期刊:
Mathematische Operationsforschung und Statistik. Series Optimization
(Taylor Available online 1982)
卷期:
Volume 13,
issue 1
页码: 59-76
ISSN:0323-3898
年代: 1982
DOI:10.1080/02331938208842765
出版商: Akademic-Verlag
数据来源: Taylor
摘要:
Basing on the close relation between solutions of auxiliary problems and perturbated primal problems a new method for handling constrained optimization problems via unconstrained ones is derived. In the proposed method are included as well the well known augmented Lagrangian techniques as new barrier-shifting and exterior centers meihods.Moreover in the convex case the shifting methods locally introduced by Mangasarian are shown t o converge globally.
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