Study on Initial Value of Lagrange Multipliers and Adaptation of Penalty Parameters
Jixin Qian
Abstract
Jixin Qian
Abstract
Based on Rockafellar multiplier penalty function optimization algorithms,this paper discussed the influences of initial value of Lagrange multipliers and the adaptation of penalty parameters on the algorithms by numerical experiments in Matlab language. It offers some useful references for studying large-scale optimization algorithms
A significance statement is not available in the OpenAlex record.
A contribution statement is not available in the OpenAlex record.
Method details are not available in the OpenAlex metadata.
Findings are not separately available in the OpenAlex metadata.
Limitations are not available in the OpenAlex metadata.
Application details are not available in the OpenAlex metadata.
Based on Rockafellar multiplier penalty function optimization algorithms,this paper discussed the influences of initial value of Lagrange multipliers and the adaptation of penalty parameters on the algorithms by numerical experiments in Matlab language. It offers some useful references for studying large-scale optimization algorithms
Key concepts: Lagrange multiplier, Penalty method, Mathematical optimization, Constraint algorithm, Multiplier (economics), MATLAB, Augmented Lagrangian method, Adaptation (eye)