TY - JOUR
T1 - Further study on a class of augmented Lagrangians of di Pillo and Grippo in nonlinear programming
AU - Du, Xue Wu
AU - Liang, Yu Mei
AU - Zhang, Lian Sheng
PY - 2006/8
Y1 - 2006/8
N2 - In this paper, a class of augmented Lagrangians of Di Pillo and Grippo (DGALs) was considered, for solving equality-constrained problems via unconstrained minimization techniques. The relationship was further discussed between the unconstrained minimizers of DGALs on the product space of problem variables and multipliers, and the solutions of the constrained problem and the corresponding values of the Lagrange multipliers. The resulting properties indicate more precisely that this class of DGALs is exact multiplier penalty functions. Therefore, a solution of the equality-constrained problem and the corresponding values of the Lagrange multipliers can be found by performing a single unconstrained minimization of a DGAL on the product space of problem variables and multipliers.
AB - In this paper, a class of augmented Lagrangians of Di Pillo and Grippo (DGALs) was considered, for solving equality-constrained problems via unconstrained minimization techniques. The relationship was further discussed between the unconstrained minimizers of DGALs on the product space of problem variables and multipliers, and the solutions of the constrained problem and the corresponding values of the Lagrange multipliers. The resulting properties indicate more precisely that this class of DGALs is exact multiplier penalty functions. Therefore, a solution of the equality-constrained problem and the corresponding values of the Lagrange multipliers can be found by performing a single unconstrained minimization of a DGAL on the product space of problem variables and multipliers.
KW - augmented Lagrangians
KW - augmented Lagrangians of Di Pillo and Grippo
KW - constrained optimization
KW - nonlinear programming
UR - http://www.scopus.com/inward/record.url?scp=84867939837&partnerID=8YFLogxK
U2 - 10.1007/s11741-006-0003-z
DO - 10.1007/s11741-006-0003-z
M3 - Article
AN - SCOPUS:84867939837
SN - 1007-6417
VL - 10
SP - 293
EP - 298
JO - Journal of Shanghai University
JF - Journal of Shanghai University
IS - 4
ER -