Geodesic
Multiplier methods for optimization problems with Lipschitzian derivatives
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 52 (2012) no. 12, pp. 2140-2148

Voir la notice de l'article provenant de la source Math-Net.Ru

Optimization problems for which the objective function and the constraints have locally Lipschitzian derivatives but are not assumed to be twice differentiable are examined. For such problems, analyses of the local convergence and the convergence rate of the multiplier (or the augmented Lagrangian) method and the linearly constraint Lagrangian method are given. 
@article{ZVMMF_2012_52_12_a2,
     author = {A. F. Izmailov and A. S. Kurennoy},
     title = {Multiplier methods for optimization problems with {Lipschitzian} derivatives},
     journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
     pages = {2140--2148},
     publisher = {mathdoc},
     volume = {52},
     number = {12},
     year = {2012},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZVMMF_2012_52_12_a2/}
}
TY  - JOUR
AU  - A. F. Izmailov
AU  - A. S. Kurennoy
TI  - Multiplier methods for optimization problems with Lipschitzian derivatives
JO  - Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki
PY  - 2012
SP  - 2140
EP  - 2148
VL  - 52
IS  - 12
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/ZVMMF_2012_52_12_a2/
LA  - ru
ID  - ZVMMF_2012_52_12_a2
ER  - 
%0 Journal Article
%A A. F. Izmailov
%A A. S. Kurennoy
%T Multiplier methods for optimization problems with Lipschitzian derivatives
%J Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki
%D 2012
%P 2140-2148
%V 52
%N 12
%I mathdoc
%U http://geodesic.mathdoc.fr/item/ZVMMF_2012_52_12_a2/
%G ru
%F ZVMMF_2012_52_12_a2
A. F. Izmailov; A. S. Kurennoy. Multiplier methods for optimization problems with Lipschitzian derivatives. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 52 (2012) no. 12, pp. 2140-2148. http://geodesic.mathdoc.fr/item/ZVMMF_2012_52_12_a2/