Local convergence of the method of multipliers

Abstract

This paper deals with the generalized Hestenes-Powell method of multipliers for solving constrained optimization problems. Augmented Lagragians which are not necessarily concave in the generalized penalty parameter are introduced. Only the case of equality constraints is considered and local convergence theorems are provided

¹This paper was presented in a bit different form at the conference Mathematisehe Optimierung — Theorie und Anwendungen, November 1978, Eisenach, DD

¹This paper was presented in a bit different form at the conference Mathematisehe Optimierung — Theorie und Anwendungen, November 1978, Eisenach, DD

Notes

¹This paper was presented in a bit different form at the conference Mathematisehe Optimierung — Theorie und Anwendungen, November 1978, Eisenach, DD