Abstract
In this paper, we consider a method for solving certain optimization problems with constraints, nondifferentiabilities, and other ill-conditioning terms in the cost functional by approximating them by well-behaved optimization problems. The approach is based on methods of multipliers. The convergence properties of the methods proposed can be inferred from corresponding properties of multiplier methods with partial elimination of constraints. A related analysis is provided in this paper.
Original language | English (US) |
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Pages (from-to) | 487-510 |
Number of pages | 24 |
Journal | Journal of Optimization Theory and Applications |
Volume | 23 |
Issue number | 4 |
DOIs | |
State | Published - Dec 1977 |
Externally published | Yes |
Keywords
- Approximation
- Chebyshev approximation
- minimax problems
- multiplier methods
- nonlinear programming
ASJC Scopus subject areas
- Control and Optimization
- Management Science and Operations Research
- Applied Mathematics