Further study on a class of augmented Lagrangians of di Pillo and Grippo in nonlinear programming

Xue Wu Du*, Yu Mei Liang, Lian Sheng Zhang

*此作品的通讯作者

科研成果: 期刊稿件文章同行评审

4 引用 (Scopus)

摘要

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.

源语言英语
页(从-至)293-298
页数6
期刊Journal of Shanghai University
10
4
DOI
出版状态已出版 - 8月 2006
已对外发布

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