Exact augmented Lagrangian function for nonlinear programming problems with inequality constraints

Xue Wu Du*, Lian Sheng Zhang, You Lin Shang, Ming Ming Li

*此作品的通讯作者

科研成果: 期刊稿件文章同行评审

3 引用 (Scopus)

摘要

An exact augmented Lagrangian function for the nonlinear nonconvex programming problems with inequality constraints was discussed. Under suitable hypotheses, the relationship was established between the local unconstrained minimizers of the augmented Lagrangian function on the space of problem variables and the local minimizers of the original constrained problem. Furthermore, under some assumptions, the relationship was also established between the global solutions of the augmented Lagrangian function on some compact subset of the space of problem variables and the global solutions of the constrained problem. Therefore, from the theoretical point of view, a solution of the inequality constrained problem and the corresponding values of the Lagrange multipliers can be found by the well-known method of multipliers which resort to the unconstrained minimization of the augmented Lagrangian function presented.

源语言英语
页(从-至)1649-1656
页数8
期刊Applied Mathematics and Mechanics (English Edition)
26
12
DOI
出版状态已出版 - 12月 2005
已对外发布

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