Zero or near-to-zero Lagrange multipliers in linearly constrained nonlinear programming

We discuss in this work the using of Lagrange multipliers estimates in linearly constrained nonlinear programming algorithms and the implication of zero or near-to-zero Lagrange multipliers. Some methods for estimating the tendency of the multipliers are proposed in the context of a given algorithm.

Detalhes bibliográficos
Autor: Escudero, L. F.
Formato: artículo
Fecha de publicación:1982
País:España
Recursos:Universitat Politècnica de Catalunya (UPC)
Repositorio:UPCommons. Portal del coneixement obert de la UPC
Idioma:inglés
OAI Identifier:oai:upcommons.upc.edu:2099/4551
Acesso em linha:https://hdl.handle.net/2099/4551
Access Level:acceso abierto
Palavra-chave:Mathematical programming
Programació (Matemàtica)
Optimització
Classificació AMS::65 Numerical analysis::65K Mathematical programming, optimization and variational techniques
Descrição
Resumo:We discuss in this work the using of Lagrange multipliers estimates in linearly constrained nonlinear programming algorithms and the implication of zero or near-to-zero Lagrange multipliers. Some methods for estimating the tendency of the multipliers are proposed in the context of a given algorithm.