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Multiplier methods: A survey

Authors
Journal
Automatica
0005-1098
Publisher
Elsevier
Publication Date
Volume
12
Issue
2
Identifiers
DOI: 10.1016/0005-1098(76)90077-7

Abstract

Abstract The purpose of this paper is to provide a survey of convergence and rate of convergence aspects of a class of recently proposed methods for constrained minimization—the, so-called, multiplier methods. The results discussed highlight the operational aspects of multiplier methods and demonstrate their significant advantages over ordinary penalty methods.

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