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.
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Dedicated to Academician A.A. Dorodnicyn on the Occasion of the Centenary of His Birth
Original Russian Text © A.F. Izmailov, 2011, published in Zhurnal Vychislitel’noi Matematiki i Matematicheskoi Fiziki, 2011, Vol. 51, No. 1, pp. 3–23.
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Izmailov, A.F. On the limiting properties of dual trajectories in the Lagrange multipliers method. Comput. Math. and Math. Phys. 51, 1–20 (2011). https://doi.org/10.1134/S0965542511010106
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DOI: https://doi.org/10.1134/S0965542511010106