On superlinear multiplier update methods for partial augmented Lagrangian techniques.

Título inglés	On superlinear multiplier update methods for partial augmented Lagrangian techniques.
Título español	Métodos de actualización de multiplicadores superlineales para técnicas langrangianas aumentadas parciales.
Autor/es	Mijangos, Eugenio
Organización	Dep. Estad. Inv. Oper. Fac. Cien. Tecnol. Univ. País Vasco, Bilbao, España
Revista	0210-8054
Publicación	2002, 26 (1-2): 141-171, 32 Ref.
Tipo de documento	articulo
Idioma	Inglés
Resumen inglés	The minimization of a nonlinear function with linear and nonlinear constraints and simple bounds can be performed by minimizing an augmented Lagrangian function, including only the nonlinear constraints. This procedure is particularly interesting in case that the linear constraints are flow conservation equations, as there exist efficient techniques to solve nonlinear network problems. It is then necessary to estimate their multipliers, and variable reduction techniques can be used to carry out the successive minimizations. This work analyzes the possibility of estimating these multipliers using Newton-like methods. Several procedures are put forward which combine first and second-order estimation, and are compared with each other and with the Hestenes-Powell multiplier estimation by means of computational tests.
Clasificación UNESCO	120711
Palabras clave español	Programación matemática ; Minimización ; Multiplicadores de Lagrange ; Redes no lineales
Código MathReviews	MR1924683
Código Z-Math	Zbl 1048.90152
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