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Quadratic multiplier method convergence |
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| Authors: | R. D. Rupp |
| Affiliation: | (1) Department of Mathematics, State University of New York at Albany, Albany, New York |
| Abstract: | In a recent paper (Ref. 1), the author briefly mentioned a variant of Hestenes' method of multipliers which would converge quadratically. This note examines that method in detail and provides some examples. In the quadratic-linear case, this algorithm converges in one iteration. |
| Keywords: | Methods of multipliers nonlinear programming numerical methods optimization theorems quadratically convergent algorithms |
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