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.
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| Tipo de recurso: | artículo |
| Fecha de publicación: | 1982 |
| País: | España |
| Institución: | Universitat Politècnica de Catalunya (UPC) |
| Repositorio: | UPCommons. Portal del coneixement obert de la UPC |
| Idioma: | inglés |
| OAI Identifier: | oai:upcommons.upc.edu:2099/4551 |
| Acceso en línea: | https://hdl.handle.net/2099/4551 |
| Access Level: | acceso abierto |
| Palabra clave: | Mathematical programming Programació (Matemàtica) Optimització Classificació AMS::65 Numerical analysis::65K Mathematical programming, optimization and variational techniques |
| Sumario: | 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. |
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