Armand, Paul; Benoist, Joël; Omheni, Riadh; Pateloup, … - In: Computational Optimization and Applications 59 (2014) 3, pp. 405-433
The paper proposes a primal-dual algorithm for solving an equality constrained minimization problem. The algorithm is a Newton-like method applied to a sequence of perturbed optimality systems that follow naturally from the quadratic penalty approach. This work is first motivated by the fact...