An augmented Lagrangian function with improved exactness properties (Q2784416)
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scientific article; zbMATH DE number 1732307
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An augmented Lagrangian function with improved exactness properties |
scientific article; zbMATH DE number 1732307 |
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23 April 2002
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constrained optimization
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nonlinear programming
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algorithms
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merit functions
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augmented Lagrangian functions
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global convergence
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0.91702515
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0.90480375
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0.90063536
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0.89360493
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An augmented Lagrangian function with improved exactness properties (English)
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The authors introduce a new exact augmented Lagrangian function for the solution of nonlinear programming problems NEWLINE\[NEWLINEf(x)\to\text{minimum},\quad g(x)\leq 0.NEWLINE\]NEWLINE For this Lagrangian function, an equivalence between its unconstrained optimization and the solution of the given constrained problem is proved under mild assumptions. Furthermore, an unconstrained algorithm is described which is globally convergent to a Karush-Kuhn-Tucker point of the given constrained problem.
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