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A Modified Low-Rank Smith Method for Large-Scale Lyapunov Equations

✍ Scribed by S. Gugercin; D.C. Sorensen; A.C. Antoulas


Book ID
110416166
Publisher
Springer US
Year
2003
Tongue
English
Weight
249 KB
Volume
32
Category
Article
ISSN
1017-1398

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A Modified Augmented Lagrange Multiplier
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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