A new embedding for the augmented Lagrange method (Q2783493)

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scientific article; zbMATH DE number 1730466
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A new embedding for the augmented Lagrange method
scientific article; zbMATH DE number 1730466

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    21 April 2002
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    parametric optimization
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    augmented Lagrangian method
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    generalized critical points
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    A new embedding for the augmented Lagrange method (English)
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    Different algorithms such as penalty, barrier, augmented Lagrangian and parametrical approaches are used in the solution of nonlinear optimization problems. The author develops a particular embedding for the augmented Lagrangian method following the line of \textit{D. Dentcheva, J. Guddat, J. J. Rückman} and \textit{K. Wendler} [Z. Oper. Res. 41, No. 2, 127-152 (1995; Zbl 0854.90127)]. She proves that for almost every fixed parameter the original optimization problem is regular in the sense of \textit{H. Th. Jongen, P. Jonker} and \textit{F. Twilt} [Math. Program. 34, 333-353 (1986; Zbl 0599.90114)]. Two examples are presented.
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