Show simple item record

dc.contributor.authorMijangos, Eugenio
dc.date.accessioned2007-12-11T17:10:25Z
dc.date.available2007-12-11T17:10:25Z
dc.date.issued2002
dc.identifier.citationMijangos, Eugenio. "On superlinear multipler update methods for partial augmented Lagrangian techniques". Qüestiió. 2002, vol. 26, núm. 1-2
dc.identifier.issn0210-8054 (versió paper)
dc.identifier.urihttp://hdl.handle.net/2099/4173
dc.description.abstractThe minimization of a nonlinear function with linear and nonlinear constraints and simple bounds can be performed by minimizing an augmented Lagrangian function, including only the nonlinear constraints. This procedure is particularly interesting in case that the linear constraints are flow conservation equations, as there exist efficient techniques to solve nonlinear network problems. It is then necessary to estimate their multipliers, and variable reduction techniques can be used to carry out the successive minimizations. This work analyzes the possibility of estimating these multipliers using Newton-like methods. Several procedures are put forward which combine first and second-order estimation, and are compared with each other and with the Hestenes-Powell multiplier estimation by means of computational tests.
dc.format.extent31 p.
dc.language.isoeng
dc.publisherInstitut d'Estadística de Catalunya
dc.rightsAttribution-NonCommercial-NoDerivs 2.5 Spain
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/2.5/es/
dc.subject.lcshMathematical programming
dc.subject.otherPartial Augmented Lagrangian
dc.subject.otherVariable reduction
dc.subject.otherSuperlinear-order estimation
dc.subject.otherNonlinear network
dc.titleOn superlinear multipler update methods for partial augmented Lagrangian techniques
dc.typeArticle
dc.subject.lemacProgramació (Matemàtica)
dc.subject.amsClassificació AMS::90 Operations research, mathematical programming::90C Mathematical programming
dc.rights.accessOpen Access
upcommons.ordre8


Files in this item

Thumbnail

This item appears in the following Collection(s)

Show simple item record

Except where otherwise noted, content on this work is licensed under a Creative Commons license: Attribution-NonCommercial-NoDerivs 2.5 Spain