On the limiting properties of dual trajectories in the Lagrange multipliers method |
| |
| Authors: | A. F. Izmailov |
| |
| Affiliation: | 1.Faculty of Computational Mathematics and Cybernetics,Moscow State University,Moscow,Russia |
| |
| Abstract: | For the method of Lagrange multipliers (i.e., augmented Lagrangians), possible and typical scenarios for the asymptotic behavior of dual trajectories are examined in the case where the Lagrange multiplier is nonunique. The influence of these scenarios on the convergence rate is also investigated. |
| |
| Keywords: | |
| 本文献已被 SpringerLink 等数据库收录！ |
|
