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<Para ID="Par1">We discuss a certain special subset of Lagrange multipliers, called critical, which usually exist when multipliers associated to a given solution are not unique. This kind of multipliers appear to be important for a number of reasons, some understood better, some (currently) not fully. What is...</para>
Persistent link: https://www.econbiz.de/10011241036
We present a local convergence analysis of the method of multipliers for equality-constrained variational problems (in the special case of optimization, also called the augmented Lagrangian method) under the sole assumption that the dual starting point is close to a noncritical Lagrange...
Persistent link: https://www.econbiz.de/10011151831