New Multiplier Algorithm for Nonlinear Programming with Inequality Constraints

被引：0

作者：

Zhou, Jinchuan ^{[1
]}

Xu, Xiuhua ^{[2
]}

Tang, Jingyong ^{[3
]}

机构：

[1] Shandong Univ Technol, Sch Sci, Dept Math, Zibo 255049, Peoples R China

[2] Shandong Zibo Expt High Sch, Zibo 255090, Shandong, Peoples R China

[3] Xinyang Normal Univ, Coll Math & Informat Sci, Xinyang 464000, Peoples R China

来源：

APPLIED MATHEMATICS & INFORMATION SCIENCES | 2012年 / 6卷 / 02期

基金：

中国国家自然科学基金;

关键词：

Augmented Lagrangian; Multiplier Algorithms; KKT points; AUGMENTED LAGRANGIAN-METHODS; GLOBAL OPTIMIZATION; CONVERGENCE;

D O I：

暂无

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We introduce a new class of augmented Lagrangian function, which includes the well-known essential quadratic augmented Lagrangian as special cases. Based on this new function, we propose a multiplier algorithm, whose main feature is that the multiplier sequence does not require to be bounded. Global convergence to optimal solutions and KKT points are established, respectively.

引用

页码：337 / 343

页数：7

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