Expository & survey paper: Multiplier methods: A survey

Authors:
Dimitri P. Bertsekas
Affiliations:
Department of Electrical Engineering and Coordinated Science Laboratory, University of Illinois, Urbana, IL 61801, U.S.A.
Venue:
Automatica (Journal of IFAC)
Year:
1976

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Abstract

The purpose of this paper is to provide a survey of convergence and rate of convergence aspects of a class of recently proposed methods for constrained minimization-the, so-called, multiplier methods. The results discussed highlight the operational aspects of multiplier methods and demonstrate their significant advantages over ordinary penalty methods.