Abstract
The invited discussion paper, Critical Lagrange Multipliers: what we currently know about them, how they spoil our lives, and what we can do about it, written by Izmailov and Solodov is a clear and concise overview of dual stabilization methods for solving problems of the form minimize x∈Rn f (x) subject to h(x) = 0, (1) where the objective function f and constraint function h are assumed to be twicecontinuously differentiable. They focus on the equality constrained problem (1) so that key concepts can be clearly explained, but most of the discussion and many of the results have been extended to problems with inequality constraints. As the title suggests, emphasis is placed on critical Lagrange multipliers and the challenges that they introduce for designing efficient and robust algorithms for solving (1).
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.