Augmented Lagrangian Methods
GPTKB entity
Statements (26)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
mathematical optimization
|
| gptkbp:alsoKnownAs |
method of multipliers
|
| gptkbp:appliesTo |
gptkb:machine_learning
nonlinear programming engineering design structural optimization |
| gptkbp:category |
numerical optimization
|
| gptkbp:citation |
Rockafellar, R. T. (1973). The multiplier method of Hestenes and Powell for nonlinear programming.
|
| gptkbp:combines |
Lagrangian function
penalty function |
| gptkbp:developedBy |
gptkb:Magnus_Hestenes
gptkb:Michael_Powell R. T. Rockafellar |
| gptkbp:firstPublished |
1969
|
| https://www.w3.org/2000/01/rdf-schema#label |
Augmented Lagrangian Methods
|
| gptkbp:implementedIn |
gptkb:Python
gptkb:MATLAB R |
| gptkbp:improves |
convergence of penalty methods
|
| gptkbp:relatedTo |
gptkb:Lagrange_multipliers
penalty methods |
| gptkbp:solvedBy |
equality constraints
inequality constraints |
| gptkbp:usedIn |
constrained optimization
|
| gptkbp:bfsParent |
gptkb:Nonlinear_Programming
|
| gptkbp:bfsLayer |
6
|