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The global and local convergence properties of a class of augmented Lagrangian methods for solving nonlinear programming problems are considered. In such methods, simple bound constraints are treated separately from more general constraints and the stopping rules for the inner minimization algorithm have this in mind. Global convergence is proved, and it is established that a potentially troublesome penalty parameter is bounded away from zero.
|Number of pages||28|
|Journal||SIAM Journal on Numerical Analysis|
|Publication status||Published - 1 Apr 1991|
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1/01/87 → …
Project: Research Axis
1/09/87 → 1/09/00