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- W2894873663 abstract "The purpose of this paper is to present an analysis and a comparison of penalty and multiplier methods for constrained minimization. Global convergence and rate of convergence results are given which show that multiplier methods alleviate to a substantial extent the traditional disadvantages of penalty methods (ill-conditioning, slow convergence), while retaining all of their attractive features. At the same time a global duality framework is constructed in the absence of convexity. Within this framework multiplier methods may be viewed as gradient methods for maximizing a certain dual functional. This interpretation leads to sharper rate of convergence results and motivates efficient modifications of the multiplier iteration." @default.
- W2894873663 created "2018-10-12" @default.
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- W2894873663 date "1975-01-01" @default.
- W2894873663 modified "2023-09-27" @default.
- W2894873663 title "ON PENALTY AND MULTIPLIER METHODS FOR CONSTRAINED MINIMIZATION**This work was supported by the Joint Services Electronics Program (U.S. Army, U.S. Navy, U.S. Air Force) under Contract DAAB-07-72-C-0259." @default.
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- W2894873663 doi "https://doi.org/10.1016/b978-0-12-468650-2.50010-9" @default.
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