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A gradient method for the modified Lagrange function

✍ Scribed by G.D. Maistrovskii

Publisher
Elsevier Science
Year
1979
Weight
831 KB
Volume
19
Category
Article
ISSN
0041-5553

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## Abstract A modified augmented Lagrange multiplier method for large‐scale nonlinear optimization problem is studied in this paper. The basic steps of the proposed algorithm comprise an outer iteration, in which the Lagrange multipliers and various penalty parameters are updated, and an inner iter