References
Yu. M. Danilin, “Linearization method using modified Lagrange functions,” Kibern. Sist. Analiz, No. 1, 102–118 (1994).
R. B. Wilson, A Simplicial Algorithm for Concave Programming, PhD Thesis, Harvard Univ. (1963).
Ph. Gill and W. Marray (eds.), Numerical Methods of Constrained Optimization [Russian translation], Mir, Moscow (1977).
B. T. Polyak, An Introduction to Optimization [in Russian], Nauka, Moscow (1983).
Ph. Gill, W. Murray, and M. Wright, Practical Optimization, Academic Press, New York (1981).
B. N. Pshenichnyi, Linearization Methods [in Russian], Nauka, Moscow (1983).
D. Bertsekas, Constrained Optimization and Lagrange Multiplier Methods, Academic Press, New York (1982).
N. Maratos, Exact Penalty Function Algorithms for Finite Dimensional and Control Optimization Problems, PhD Thesis, Imperial College, London (1978).
D. Q. Mayne and E. Polak, A superlinearly convergent algorithm for constrained optimization problems, Res. Rep., Dept. Comput. Contr. Sci., Imperial College, London (1978).
Yu. M. Danilin, “Quadratic penalty methods using linear approximation,” Zy. Vychisl. Mat. Mat. Fiz.,29, No. 6 831–843 (1989).
E. G. Gol'shtein and N. V. Tret'yakov, Modified Lagrange Functions [in Russian], Nauka, Moscow (1989).
Additional information
Translated from Kibernetika i Sistemnyi Analiz, No. 3, pp. 70–77, May–June, 1994.
Rights and permissions
About this article
Cite this article
Danilin, Y.M. Sequential quadratic programming with step control using the lagrange function. Cybern Syst Anal 30, 371–377 (1994). https://doi.org/10.1007/BF02366471
Received:
Issue Date:
DOI: https://doi.org/10.1007/BF02366471